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% | 99.73 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'676 CHF | 251'926 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.09 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'684 CHF | 250'934 CHF | 89.37% | 89.37% |
18.11.2024 | 0.50% | 100.23 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'506 CHF | 251'756 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 100.63 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'735 CHF | 253'985 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.43 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'985 CHF | 255'235 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 100.92 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'621 CHF | 254'871 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.84 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'115 CHF | 257'365 CHF | 98.72% | 98.72% |
11.11.2024 | 0.49% | 101.75 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'550 CHF | 256'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.60 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'980 CHF | 256'230 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.06 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'217 CHF | 256'467 CHF | 100.00% | 100.00% |