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% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'454 CHF | 252'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'945 CHF | 251'945 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'228 CHF | 252'228 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'227 CHF | 252'227 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'348 CHF | 252'348 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'218 CHF | 252'218 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'171 CHF | 252'171 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'287 CHF | 252'289 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 230'000 | 250'000 | 248'038 | 250'172 CHF | 250'193 CHF | 99.98% | 99.98% |
07.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'173 CHF | 252'173 CHF | 100.00% | 100.00% |