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% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'390 CHF | 251'390 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'472 CHF | 251'472 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'511 CHF | 251'511 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'817 CHF | 251'817 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'768 CHF | 251'768 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'636 CHF | 251'636 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'805 CHF | 251'805 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.01 % | 100.81 % | 230'000 | 250'000 | 231'809 | 250'000 | 231'745 CHF | 251'932 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'672 CHF | 251'672 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'866 CHF | 251'866 CHF | 100.00% | 100.00% |