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% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'582 CHF | 252'601 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'329 CHF | 251'330 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'991 CHF | 251'991 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'898 CHF | 252'919 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'878 CHF | 253'903 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'370 CHF | 253'395 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'645 CHF | 254'670 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'225 CHF | 255'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'233 CHF | 254'258 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'983 CHF | 254'008 CHF | 100.00% | 100.00% |