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 | 1.00% | 99.45 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'251 CHF | 251'751 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 99.37 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'368 CHF | 250'868 CHF | 89.37% | 89.37% |
18.11.2024 | 1.00% | 99.57 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'035 CHF | 251'535 CHF | 99.67% | 99.67% |
15.11.2024 | 1.00% | 99.48 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'017 CHF | 251'517 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 99.55 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'324 CHF | 250'824 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.01 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'609 CHF | 250'109 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.26 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'293 CHF | 251'793 CHF | 98.73% | 98.73% |
11.11.2024 | 1.00% | 99.83 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'406 CHF | 251'906 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.37 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'954 CHF | 251'454 CHF | 99.84% | 99.84% |
07.11.2024 | 0.99% | 100.26 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'019 CHF | 253'519 CHF | 100.00% | 100.00% |