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% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'715 CHF | 251'715 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'258 CHF | 251'259 CHF | 99.87% | 99.87% |
18.11.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'901 CHF | 251'902 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'607 CHF | 251'607 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'123 CHF | 251'123 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'073 CHF | 249'073 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 98.58 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'998 CHF | 249'998 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'807 CHF | 250'807 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'661 CHF | 250'661 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'766 CHF | 251'766 CHF | 99.99% | 99.99% |