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% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'973 CHF | 249'973 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'854 CHF | 249'854 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'119 CHF | 250'119 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 50'000 | 250'000 | 97'030 | 247'947 CHF | 97'039 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'250 CHF | 250'250 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'928 CHF | 249'928 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'100 CHF | 250'100 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'498 CHF | 250'498 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 220'000 | 250'000 | 243'735 | 248'164 CHF | 243'898 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'124 CHF | 250'124 CHF | 100.00% | 100.00% |