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% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'474 CHF | 252'487 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'048 CHF | 252'051 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'105 CHF | 253'130 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'304 CHF | 253'329 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'023 CHF | 254'048 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'468 CHF | 252'478 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'235 CHF | 253'259 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'916 CHF | 253'941 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'546 CHF | 252'555 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'489 CHF | 252'502 CHF | 100.00% | 100.00% |