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% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'035 CHF | 250'035 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'377 CHF | 249'377 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'163 CHF | 250'163 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'784 CHF | 251'784 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'610 CHF | 252'628 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'327 CHF | 252'327 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'197 CHF | 253'222 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'365 CHF | 253'390 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'680 CHF | 252'705 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'778 CHF | 252'803 CHF | 100.00% | 100.00% |