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% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'106 CHF | 253'128 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'468 CHF | 253'492 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'119 CHF | 255'151 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'658 CHF | 256'708 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'322 CHF | 256'372 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'375 CHF | 256'425 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'511 CHF | 256'561 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'167 CHF | 256'217 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'399 CHF | 255'427 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'834 CHF | 255'879 CHF | 99.99% | 99.99% |