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 | 0.70% | 99.91 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'850 CHF | 251'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.97 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'986 CHF | 251'736 CHF | 89.38% | 89.38% |
18.11.2024 | 0.70% | 99.99 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'914 CHF | 251'664 CHF | 99.66% | 99.66% |
15.11.2024 | 0.70% | 99.92 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'798 CHF | 251'548 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.89 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'617 CHF | 251'367 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.74 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'280 CHF | 251'030 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.63 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'350 CHF | 251'100 CHF | 98.74% | 98.74% |
11.11.2024 | 0.70% | 99.72 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'433 CHF | 251'183 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.67 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'201 CHF | 250'951 CHF | 99.84% | 99.84% |
07.11.2024 | 0.70% | 99.69 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'259 CHF | 251'009 CHF | 100.00% | 100.00% |