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% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'787 CHF | 249'787 CHF | 99.94% | 99.94% |
19.11.2024 | 0.80% | 99.27 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'259 CHF | 250'259 CHF | 99.80% | 99.80% |
18.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'632 CHF | 249'632 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'171 CHF | 250'171 CHF | 99.96% | 99.96% |
14.11.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'765 CHF | 255'810 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'652 CHF | 254'677 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'616 CHF | 255'655 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'170 CHF | 255'201 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'549 CHF | 253'574 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'911 CHF | 252'936 CHF | 99.92% | 99.92% |