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% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'110 CHF | 250'110 CHF | 99.91% | 99.91% |
19.11.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'892 CHF | 249'892 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'887 CHF | 250'887 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'917 CHF | 251'917 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'620 CHF | 251'620 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'753 CHF | 250'753 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'200 CHF | 251'200 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'335 CHF | 252'341 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'121 CHF | 252'127 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'341 CHF | 253'366 CHF | 100.00% | 100.00% |