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% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'879 CHF | 253'904 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'340 CHF | 253'365 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'773 CHF | 252'795 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'193 CHF | 253'210 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'248 CHF | 251'248 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'112 CHF | 251'112 CHF | 99.89% | 99.89% |
12.11.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'983 CHF | 251'983 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'810 CHF | 252'832 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'988 CHF | 253'013 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'622 CHF | 253'647 CHF | 99.99% | 99.99% |