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% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'126 CHF | 252'126 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'664 CHF | 251'664 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'558 CHF | 251'558 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'426 CHF | 251'426 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'391 CHF | 251'391 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'152 CHF | 251'152 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'379 CHF | 251'379 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'647 CHF | 251'647 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'249 CHF | 251'249 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'106 CHF | 251'106 CHF | 100.00% | 100.00% |