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% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'267 CHF | 251'267 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'939 CHF | 250'939 CHF | 99.75% | 99.75% |
18.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'923 CHF | 251'923 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'365 CHF | 251'365 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'911 CHF | 250'911 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'778 CHF | 250'778 CHF | 99.84% | 99.84% |
12.11.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'698 CHF | 251'698 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'984 CHF | 251'984 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'606 CHF | 250'606 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'297 CHF | 251'297 CHF | 100.00% | 100.00% |