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% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'892 CHF | 251'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'978 CHF | 251'978 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'390 CHF | 252'400 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'001 CHF | 253'026 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'898 CHF | 252'923 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'016 CHF | 253'041 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'707 CHF | 252'732 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'284 CHF | 253'309 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'240 CHF | 252'240 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'264 CHF | 252'264 CHF | 100.00% | 100.00% |