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% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'614 CHF | 251'614 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'363 CHF | 251'363 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'324 CHF | 251'324 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'311 CHF | 251'311 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'227 CHF | 252'227 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'920 CHF | 251'920 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'323 CHF | 252'323 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'412 CHF | 252'416 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'140 CHF | 252'140 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'035 CHF | 252'035 CHF | 100.00% | 100.00% |