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 | 0.70% | 99.34 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'056 CHF | 250'806 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.17 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'597 CHF | 249'347 CHF | 89.37% | 89.37% |
18.11.2024 | 0.70% | 99.59 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'681 CHF | 250'431 CHF | 99.68% | 99.68% |
15.11.2024 | 0.70% | 99.75 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'719 CHF | 251'469 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 100.00 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'551 CHF | 251'301 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.43 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'672 CHF | 250'422 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.66 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'106 CHF | 251'856 CHF | 98.75% | 98.75% |
11.11.2024 | 0.70% | 100.10 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'609 CHF | 252'359 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 100.13 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'323 CHF | 252'073 CHF | 99.85% | 99.85% |
07.11.2024 | 0.70% | 100.23 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'318 CHF | 252'068 CHF | 100.00% | 100.00% |