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% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'929 CHF | 251'930 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 245'000 | 250'000 | 245'731 | 248'434 CHF | 246'158 CHF | 99.70% | 99.70% |
18.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'148 CHF | 252'149 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.10 % | 100.90 % | 200'000 | 250'000 | 200'111 | 250'000 | 200'229 CHF | 252'149 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'029 CHF | 252'029 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'571 CHF | 251'571 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'421 CHF | 252'430 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'171 CHF | 253'196 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'385 CHF | 252'389 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'133 CHF | 253'158 CHF | 100.00% | 100.00% |