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% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'224 CHF | 251'228 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'813 CHF | 250'813 CHF | 99.75% | 99.75% |
18.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'462 CHF | 251'463 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'302 CHF | 254'324 CHF | 99.97% | 99.97% |
14.11.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'174 CHF | 257'224 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'269 CHF | 257'319 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'916 CHF | 259'991 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'869 CHF | 260'944 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.20 % | 104.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'042 CHF | 260'117 CHF | 99.91% | 99.91% |
07.11.2024 | 0.80% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'915 CHF | 259'990 CHF | 100.00% | 100.00% |