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 | 0.50% | 99.92 % | 100.42 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'514 CHF | 302'014 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.45 % | 99.95 % | 300'000 | 300'000 | 300'000 | 300'000 | 298'046 CHF | 299'546 CHF | 89.38% | 89.38% |
18.11.2024 | 0.50% | 100.12 % | 100.62 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'415 CHF | 301'915 CHF | 99.67% | 99.67% |
15.11.2024 | 0.50% | 99.93 % | 100.43 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'435 CHF | 301'935 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.35 % | 100.85 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'268 CHF | 301'768 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.94 % | 100.44 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'807 CHF | 301'307 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 100.08 % | 100.58 % | 300'000 | 300'000 | 300'000 | 300'000 | 301'276 CHF | 302'776 CHF | 98.73% | 98.73% |
11.11.2024 | 0.49% | 100.96 % | 101.46 % | 300'000 | 300'000 | 300'000 | 300'000 | 302'462 CHF | 303'962 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.51 % | 101.01 % | 300'000 | 300'000 | 300'000 | 300'000 | 301'310 CHF | 302'810 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 100.73 % | 101.23 % | 300'000 | 300'000 | 300'000 | 300'000 | 302'498 CHF | 303'998 CHF | 100.00% | 100.00% |