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% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'970 CHF | 250'970 CHF | 99.85% | 99.85% |
19.11.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'025 CHF | 250'025 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'455 CHF | 251'455 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'388 CHF | 252'393 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'139 CHF | 253'164 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'110 CHF | 252'122 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'448 CHF | 253'472 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'107 CHF | 254'132 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'785 CHF | 252'802 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'445 CHF | 253'469 CHF | 99.99% | 99.99% |