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% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'444 CHF | 250'444 CHF | 99.94% | 99.94% |
19.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'801 CHF | 250'801 CHF | 99.85% | 99.85% |
18.11.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'818 CHF | 249'818 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'199 CHF | 253'222 CHF | 99.94% | 99.94% |
14.11.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'699 CHF | 254'724 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'345 CHF | 253'370 CHF | 99.95% | 99.95% |
12.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'664 CHF | 254'689 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'259 CHF | 255'284 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'038 CHF | 254'063 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'022 CHF | 254'047 CHF | 100.00% | 100.00% |