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% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'308 CHF | 253'328 CHF | 99.96% | 99.96% |
19.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'756 CHF | 253'781 CHF | 99.72% | 99.72% |
18.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'630 CHF | 251'635 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'483 CHF | 255'520 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'799 CHF | 257'849 CHF | 99.97% | 99.97% |
13.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'776 CHF | 254'814 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'911 CHF | 257'961 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'547 CHF | 259'619 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'087 CHF | 258'141 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'385 CHF | 256'434 CHF | 99.99% | 99.99% |