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% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'118 CHF | 256'168 CHF | 99.98% | 99.98% |
19.11.2024 | 0.80% | 101.12 % | 101.93 % | 200'000 | 250'000 | 206'853 | 250'000 | 209'141 CHF | 254'775 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'435 CHF | 254'460 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'841 CHF | 253'865 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'208 CHF | 255'233 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'142 CHF | 255'168 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'448 CHF | 255'487 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'569 CHF | 251'569 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 98.85 % | 99.65 % | 250'000 | 200'000 | 250'000 | 231'163 | 247'966 CHF | 231'202 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 215'000 | 250'000 | 223'213 | 250'146 CHF | 225'143 CHF | 100.00% | 100.00% |