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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'966 CHF | 252'989 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'954 CHF | 252'975 CHF | 99.95% | 99.95% |
19.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'732 CHF | 252'749 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'226 CHF | 253'251 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'407 CHF | 253'432 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'481 CHF | 252'492 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'900 CHF | 252'912 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'065 CHF | 254'090 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'384 CHF | 254'409 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'073 CHF | 254'098 CHF | 99.96% | 99.96% |