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 | 0.50% | 99.65 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'125 CHF | 250'375 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.66 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'150 CHF | 250'400 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 99.66 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'150 CHF | 250'400 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.69 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'225 CHF | 250'475 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.70 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'250 CHF | 250'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.71 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'275 CHF | 250'525 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.73 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'325 CHF | 250'575 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.73 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'325 CHF | 250'575 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.76 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'400 CHF | 250'650 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 99.77 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'425 CHF | 250'675 CHF | 100.00% | 100.00% |