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 | 0.50% | 99.56 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'971 CHF | 250'221 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.50 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'869 CHF | 250'119 CHF | 99.94% | 99.94% |
18.11.2024 | 0.50% | 99.63 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'851 CHF | 250'101 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.66 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'262 CHF | 250'512 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.74 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'194 CHF | 250'444 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.46 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'833 CHF | 250'083 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.55 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'918 CHF | 250'168 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.69 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'199 CHF | 250'449 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.59 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'962 CHF | 250'212 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 99.59 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'882 CHF | 250'132 CHF | 100.00% | 100.00% |