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% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'005 CHF | 252'007 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'551 CHF | 249'551 CHF | 99.72% | 99.72% |
18.11.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'680 CHF | 246'680 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.13 % | 97.93 % | 250'000 | 245'000 | 250'000 | 248'945 | 243'153 CHF | 244'118 CHF | 99.99% | 99.99% |
14.11.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'580 CHF | 247'580 CHF | 99.98% | 99.98% |
13.11.2024 | 0.80% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'610 CHF | 250'610 CHF | 99.74% | 99.74% |
12.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'265 CHF | 252'278 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'188 CHF | 254'212 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'157 CHF | 253'181 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'269 CHF | 251'272 CHF | 99.98% | 99.98% |