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% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'605 CHF | 252'618 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'543 CHF | 252'558 CHF | 99.89% | 99.89% |
18.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'242 CHF | 252'242 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'668 CHF | 251'668 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'551 CHF | 251'551 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'404 CHF | 250'404 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'341 CHF | 250'341 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'170 CHF | 250'170 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'785 CHF | 249'785 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'809 CHF | 250'809 CHF | 99.87% | 99.87% |