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% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'135 CHF | 251'135 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'337 CHF | 251'337 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'994 CHF | 250'994 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.64 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'541 CHF | 251'541 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'794 CHF | 251'794 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'182 CHF | 251'182 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'702 CHF | 251'702 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'432 CHF | 251'432 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'418 CHF | 250'418 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'000 CHF | 250'000 CHF | 100.00% | 100.00% |