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 | 0.98% | 101.00 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'178 CHF | 255'678 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 101.21 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'225 CHF | 254'725 CHF | 89.37% | 89.37% |
18.11.2024 | 0.99% | 101.17 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'176 CHF | 254'676 CHF | 99.66% | 99.66% |
15.11.2024 | 0.99% | 100.52 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'969 CHF | 254'469 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 101.78 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'040 CHF | 256'540 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 101.11 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'954 CHF | 255'454 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.43 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'092 CHF | 256'592 CHF | 98.74% | 98.74% |
11.11.2024 | 0.98% | 101.95 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'646 CHF | 257'146 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.61 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'159 CHF | 256'659 CHF | 99.84% | 99.84% |
07.11.2024 | 0.98% | 101.48 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'599 CHF | 256'099 CHF | 100.00% | 100.00% |