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% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'901 CHF | 250'901 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'623 CHF | 250'623 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'891 CHF | 250'891 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'138 CHF | 251'138 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'770 CHF | 250'770 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'722 CHF | 250'722 CHF | 99.85% | 99.85% |
12.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'846 CHF | 250'846 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'320 CHF | 251'320 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'975 CHF | 250'975 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'066 CHF | 251'066 CHF | 100.00% | 100.00% |