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% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'691 CHF | 250'691 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'017 CHF | 250'017 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'003 CHF | 250'003 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'102 CHF | 250'102 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'812 CHF | 250'812 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'448 CHF | 250'448 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'658 CHF | 250'658 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'971 CHF | 250'971 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'513 CHF | 250'513 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'727 CHF | 254'752 CHF | 100.00% | 100.00% |