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% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'801 CHF | 249'801 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'148 CHF | 249'148 CHF | 99.99% | 99.99% |
18.11.2024 | 0.81% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'311 CHF | 249'311 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'791 CHF | 249'791 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'137 CHF | 250'137 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'062 CHF | 250'062 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'847 CHF | 250'847 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'344 CHF | 251'344 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'853 CHF | 250'853 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'089 CHF | 251'089 CHF | 100.00% | 100.00% |