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% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'889 CHF | 249'889 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'981 CHF | 248'981 CHF | 99.90% | 99.90% |
18.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'938 CHF | 249'938 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'184 CHF | 250'184 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'155 CHF | 250'155 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'973 CHF | 247'973 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.18 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'127 CHF | 248'127 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'894 CHF | 248'894 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'521 CHF | 252'529 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'937 CHF | 252'961 CHF | 100.00% | 100.00% |