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% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'235 CHF | 253'258 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'884 CHF | 252'898 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'179 CHF | 255'208 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'150 CHF | 256'199 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'162 CHF | 254'186 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'444 CHF | 249'444 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'520 CHF | 250'520 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'167 CHF | 252'169 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'533 CHF | 251'533 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'718 CHF | 251'718 CHF | 99.98% | 99.98% |