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% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'663 CHF | 252'678 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'932 CHF | 251'935 CHF | 99.97% | 99.97% |
18.11.2024 | 0.81% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'038 CHF | 249'038 CHF | 99.99% | 99.99% |
15.11.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'855 CHF | 247'855 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'968 CHF | 246'968 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'105 CHF | 249'105 CHF | 99.95% | 99.95% |
12.11.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'355 CHF | 249'355 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'281 CHF | 252'296 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'661 CHF | 252'680 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'028 CHF | 252'029 CHF | 99.67% | 99.67% |