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 | 0.81% | 98.01 % | 98.81 % | 250'000 | 220'000 | 250'000 | 220'113 | 245'701 CHF | 218'089 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'387 CHF | 253'412 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'282 CHF | 253'307 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'240 CHF | 254'265 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'000 CHF | 255'025 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'621 CHF | 254'646 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'793 CHF | 254'818 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'128 CHF | 255'153 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'765 CHF | 254'790 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.10 % | 101.91 % | 235'000 | 250'000 | 235'562 | 250'000 | 238'091 CHF | 254'710 CHF | 100.00% | 100.00% |