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% | 99.42 % | 100.22 % | 250'000 | 150'000 | 250'000 | 239'660 | 248'684 CHF | 240'322 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'186 CHF | 250'186 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'922 CHF | 249'922 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'943 CHF | 249'943 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'143 CHF | 250'143 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'279 CHF | 250'279 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'697 CHF | 250'697 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'950 CHF | 250'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'751 CHF | 250'751 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'829 CHF | 250'829 CHF | 100.00% | 100.00% |