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% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'482 CHF | 254'507 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.49 % | 101.30 % | 235'000 | 250'000 | 240'661 | 250'000 | 241'082 CHF | 252'443 CHF | 99.96% | 99.96% |
18.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'231 CHF | 253'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'938 CHF | 253'962 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'871 CHF | 253'896 CHF | 85.97% | 85.97% |
13.11.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'090 CHF | 252'095 CHF | 99.93% | 99.93% |
12.11.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'975 CHF | 250'975 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'773 CHF | 251'775 CHF | 99.93% | 99.93% |
08.11.2024 | 0.81% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'212 CHF | 249'212 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'499 CHF | 242'499 CHF | 77.22% | 77.22% |