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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.11.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'313 CHF | 249'313 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'688 CHF | 250'688 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'434 CHF | 251'434 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'607 CHF | 252'618 CHF | 100.00% | 100.00% |
06.11.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'048 CHF | 252'053 CHF | 99.39% | 99.39% |
05.11.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'854 CHF | 251'854 CHF | 100.00% | 100.00% |
04.11.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'814 CHF | 251'814 CHF | 100.00% | 100.00% |
01.11.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'970 CHF | 251'970 CHF | 100.00% | 100.00% |
31.10.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'604 CHF | 251'604 CHF | 100.00% | 100.00% |
30.10.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'955 CHF | 251'955 CHF | 100.00% | 100.00% |