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% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'323 CHF | 252'323 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'372 CHF | 251'373 CHF | 99.88% | 99.88% |
18.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'242 CHF | 252'242 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'134 CHF | 252'136 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'221 CHF | 252'221 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'431 CHF | 251'431 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'866 CHF | 252'888 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'986 CHF | 253'011 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'210 CHF | 252'210 CHF | 99.97% | 99.97% |
07.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'937 CHF | 252'961 CHF | 100.00% | 100.00% |