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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'347 CHF | 251'347 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'407 CHF | 251'407 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'781 CHF | 250'781 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'836 CHF | 251'836 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'461 CHF | 252'474 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'798 CHF | 250'798 CHF | 99.98% | 99.98% |
13.11.2024 | 0.80% | 99.27 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'914 CHF | 250'914 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'196 CHF | 252'198 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'344 CHF | 252'348 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'692 CHF | 251'692 CHF | 100.00% | 100.00% |