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% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'020 CHF | 253'045 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'859 CHF | 252'880 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'901 CHF | 252'926 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'604 CHF | 252'626 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'467 CHF | 252'470 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'384 CHF | 252'384 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'520 CHF | 252'527 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'863 CHF | 252'888 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'450 CHF | 252'450 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'362 CHF | 252'365 CHF | 100.00% | 100.00% |