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% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'093 CHF | 252'095 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'174 CHF | 251'174 CHF | 99.85% | 99.85% |
18.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'363 CHF | 252'369 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'218 CHF | 252'218 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'351 CHF | 252'352 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'070 CHF | 252'070 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'553 CHF | 252'572 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'746 CHF | 252'771 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'287 CHF | 252'290 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'987 CHF | 253'012 CHF | 100.00% | 100.00% |