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% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'952 CHF | 254'977 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'341 CHF | 252'348 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'869 CHF | 251'869 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'527 CHF | 252'541 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'622 CHF | 253'647 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'083 CHF | 254'108 CHF | 99.97% | 99.97% |
12.11.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'431 CHF | 254'454 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'288 CHF | 251'288 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'035 CHF | 250'035 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'528 CHF | 251'528 CHF | 100.00% | 100.00% |