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% | 99.42 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'635 CHF | 250'885 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.71 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'771 CHF | 250'021 CHF | 89.36% | 89.36% |
18.11.2024 | 0.50% | 99.82 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'556 CHF | 250'806 CHF | 99.67% | 99.67% |
15.11.2024 | 0.50% | 100.16 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'353 CHF | 252'603 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 100.91 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'629 CHF | 253'879 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 100.46 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'326 CHF | 253'576 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.18 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'451 CHF | 255'701 CHF | 98.75% | 98.75% |
11.11.2024 | 0.49% | 101.25 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'966 CHF | 255'216 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.14 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'639 CHF | 254'889 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.51 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'614 CHF | 254'864 CHF | 100.00% | 100.00% |