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% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'510 CHF | 252'526 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'855 CHF | 250'855 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'538 CHF | 252'551 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'604 CHF | 252'616 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'578 CHF | 252'591 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'158 CHF | 252'159 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'280 CHF | 253'303 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'437 CHF | 254'462 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'726 CHF | 253'751 CHF | 100.00% | 100.00% |