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 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'377 CHF | 250'377 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'688 CHF | 249'688 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'004 CHF | 250'004 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'470 CHF | 250'470 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'487 CHF | 250'487 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'265 CHF | 250'265 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'742 CHF | 250'742 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'738 CHF | 250'738 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'328 CHF | 250'328 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'923 CHF | 249'923 CHF | 99.98% | 99.98% |