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% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'703 CHF | 252'717 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'063 CHF | 252'068 CHF | 99.92% | 99.92% |
18.11.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'411 CHF | 253'436 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'684 CHF | 252'700 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'024 CHF | 252'032 CHF | 85.91% | 85.91% |
13.11.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'027 CHF | 252'036 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'997 CHF | 250'997 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'829 CHF | 250'829 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'071 CHF | 250'071 CHF | 99.92% | 99.92% |
07.11.2024 | 0.80% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'742 CHF | 250'742 CHF | 99.99% | 99.99% |