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% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'529 CHF | 253'554 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'669 CHF | 253'694 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'460 CHF | 253'485 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'942 CHF | 252'965 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'487 CHF | 250'494 CHF | 85.98% | 85.98% |
13.11.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'104 CHF | 249'104 CHF | 99.69% | 99.69% |
12.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'213 CHF | 248'213 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'095 CHF | 248'095 CHF | 99.91% | 99.91% |
08.11.2024 | 0.81% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'736 CHF | 246'736 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'289 CHF | 246'289 CHF | 99.99% | 99.99% |