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% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'969 CHF | 252'994 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'506 CHF | 252'517 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'248 CHF | 252'250 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'623 CHF | 251'623 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'133 CHF | 252'133 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'355 CHF | 251'355 CHF | 99.96% | 99.96% |
12.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'873 CHF | 251'873 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'970 CHF | 252'995 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'470 CHF | 252'480 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'153 CHF | 253'178 CHF | 100.00% | 100.00% |