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% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'157 CHF | 251'157 CHF | 99.95% | 99.95% |
19.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'420 CHF | 250'420 CHF | 99.84% | 99.84% |
18.11.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'902 CHF | 250'902 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'840 CHF | 250'840 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'506 CHF | 250'506 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'888 CHF | 248'888 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'361 CHF | 249'361 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'048 CHF | 250'048 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'543 CHF | 249'543 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'798 CHF | 249'798 CHF | 100.00% | 100.00% |