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% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'217 CHF | 252'221 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'512 CHF | 251'512 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 245'000 | 250'000 | 246'703 | 247'890 CHF | 246'592 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'811 CHF | 251'811 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'698 CHF | 252'720 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'694 CHF | 253'718 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'594 CHF | 254'619 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'309 CHF | 255'337 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'025 CHF | 256'075 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'961 CHF | 254'989 CHF | 100.00% | 100.00% |