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 | 0.50% | 98.91 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'828 CHF | 249'078 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 98.87 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'170 CHF | 248'420 CHF | 89.37% | 89.37% |
18.11.2024 | 0.50% | 99.22 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'108 CHF | 249'358 CHF | 99.67% | 99.67% |
15.11.2024 | 0.50% | 99.43 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'231 CHF | 251'481 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.33 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'189 CHF | 252'439 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.87 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'471 CHF | 250'721 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.74 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'255 CHF | 251'505 CHF | 98.73% | 98.73% |
11.11.2024 | 0.50% | 100.31 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'095 CHF | 252'345 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.09 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'341 CHF | 251'591 CHF | 99.83% | 99.83% |
07.11.2024 | 0.50% | 100.34 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'765 CHF | 252'015 CHF | 100.00% | 100.00% |