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% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'221 CHF | 253'246 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'856 CHF | 252'880 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'897 CHF | 252'919 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'658 CHF | 252'678 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'374 CHF | 252'382 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'837 CHF | 250'837 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'427 CHF | 251'427 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'990 CHF | 251'990 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'778 CHF | 251'778 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'065 CHF | 252'065 CHF | 100.00% | 100.00% |