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% | 99.19 % | 99.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'333 CHF | 250'333 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'609 CHF | 249'609 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'516 CHF | 249'516 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'656 CHF | 249'656 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'041 CHF | 250'041 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'190 CHF | 250'190 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'504 CHF | 250'504 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'226 CHF | 250'226 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'139 CHF | 250'139 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'448 CHF | 249'448 CHF | 100.00% | 100.00% |