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% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'197 CHF | 251'197 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'108 CHF | 251'108 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'155 CHF | 251'155 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'993 CHF | 250'993 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'668 CHF | 254'693 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'587 CHF | 254'612 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'590 CHF | 254'615 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'943 CHF | 254'968 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'348 CHF | 254'373 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'639 CHF | 254'664 CHF | 100.00% | 100.00% |