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% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'508 CHF | 251'508 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'128 CHF | 251'128 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'322 CHF | 251'322 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'352 CHF | 251'352 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'130 CHF | 251'130 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'365 CHF | 250'365 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'586 CHF | 250'586 CHF | 99.96% | 99.96% |
11.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'392 CHF | 251'392 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'029 CHF | 251'029 CHF | 99.91% | 99.91% |
07.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'104 CHF | 251'104 CHF | 100.00% | 100.00% |