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% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'850 CHF | 249'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'602 CHF | 249'602 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'581 CHF | 249'581 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'938 CHF | 249'938 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'084 CHF | 250'084 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 215'000 | 250'000 | 215'122 | 247'776 CHF | 214'928 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'807 CHF | 249'807 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'124 CHF | 250'124 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'866 CHF | 249'866 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'209 CHF | 250'209 CHF | 100.00% | 100.00% |