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% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'634 CHF | 250'634 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'569 CHF | 250'569 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'728 CHF | 250'728 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'265 CHF | 250'265 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'223 CHF | 250'223 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'147 CHF | 249'147 CHF | 99.99% | 99.99% |
12.11.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'401 CHF | 249'401 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'184 CHF | 250'184 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'347 CHF | 250'347 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'552 CHF | 250'552 CHF | 100.00% | 100.00% |