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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'731 CHF | 252'751 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'324 CHF | 251'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'584 CHF | 250'584 CHF | 99.84% | 99.84% |
18.11.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'611 CHF | 251'611 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'510 CHF | 251'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'535 CHF | 251'535 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'204 CHF | 251'204 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'650 CHF | 251'650 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'032 CHF | 252'032 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'596 CHF | 251'596 CHF | 100.00% | 100.00% |