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% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'882 CHF | 254'907 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'270 CHF | 254'295 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'511 CHF | 253'536 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'909 CHF | 252'932 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'199 CHF | 251'199 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'594 CHF | 249'594 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'439 CHF | 252'454 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'125 CHF | 251'125 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.69 % | 99.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'765 CHF | 248'765 CHF | 99.80% | 99.80% |
07.11.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'497 CHF | 251'498 CHF | 100.00% | 100.00% |