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% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'518 CHF | 252'532 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'378 CHF | 252'386 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'991 CHF | 253'015 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'946 CHF | 252'967 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'514 CHF | 253'539 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'276 CHF | 253'301 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'304 CHF | 253'329 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'478 CHF | 253'503 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'083 CHF | 253'108 CHF | 99.90% | 99.90% |
07.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'149 CHF | 253'174 CHF | 100.00% | 100.00% |