Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'802 CHF | 251'802 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'365 CHF | 251'366 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'375 CHF | 252'382 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'992 CHF | 253'014 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'077 CHF | 253'097 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'159 CHF | 252'161 CHF | 99.88% | 99.88% |
12.11.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'695 CHF | 252'714 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'757 CHF | 253'782 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'658 CHF | 253'683 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'663 CHF | 254'688 CHF | 100.00% | 100.00% |