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% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'891 CHF | 249'891 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'622 CHF | 249'622 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'760 CHF | 249'760 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'823 CHF | 249'823 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'967 CHF | 249'967 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.12 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'820 CHF | 249'820 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'092 CHF | 250'092 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'253 CHF | 250'253 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'050 CHF | 250'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'227 CHF | 250'227 CHF | 100.00% | 100.00% |