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% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'319 CHF | 253'340 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'263 CHF | 252'268 CHF | 99.64% | 99.64% |
18.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'341 CHF | 252'351 CHF | 99.97% | 99.97% |
15.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'653 CHF | 256'701 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 102.90 % | 103.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'610 CHF | 258'671 CHF | 99.94% | 99.94% |
13.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'445 CHF | 256'483 CHF | 99.96% | 99.96% |
12.11.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'066 CHF | 259'138 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'978 CHF | 259'046 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'115 CHF | 257'165 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'019 CHF | 257'069 CHF | 99.89% | 99.89% |