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% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'197 CHF | 251'197 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'664 CHF | 250'664 CHF | 99.75% | 99.75% |
18.11.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'698 CHF | 250'698 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'283 CHF | 251'283 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'609 CHF | 251'609 CHF | 99.99% | 99.99% |
13.11.2024 | 0.81% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'404 CHF | 249'404 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'702 CHF | 249'702 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'738 CHF | 250'738 CHF | 99.92% | 99.92% |
08.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'827 CHF | 250'827 CHF | 99.95% | 99.95% |
07.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'811 CHF | 251'811 CHF | 100.00% | 100.00% |