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% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'121 CHF | 250'121 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'247 CHF | 249'247 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'912 CHF | 249'912 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'686 CHF | 249'686 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'477 CHF | 249'477 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'092 CHF | 249'092 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'666 CHF | 249'666 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'962 CHF | 249'962 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'082 CHF | 249'082 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'224 CHF | 250'224 CHF | 100.00% | 100.00% |