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% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'187 CHF | 252'191 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'886 CHF | 251'890 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'757 CHF | 254'782 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'062 CHF | 255'087 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'205 CHF | 254'230 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'491 CHF | 253'515 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'627 CHF | 254'652 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'999 CHF | 255'024 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'643 CHF | 253'667 CHF | 99.98% | 99.98% |
07.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'046 CHF | 254'071 CHF | 100.00% | 100.00% |