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% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'070 CHF | 251'070 CHF | 99.98% | 99.98% |
19.11.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'017 CHF | 250'017 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'411 CHF | 251'412 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'819 CHF | 254'844 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'363 CHF | 255'392 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'327 CHF | 254'352 CHF | 99.93% | 99.93% |
12.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'967 CHF | 256'014 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'924 CHF | 253'949 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'080 CHF | 252'084 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'293 CHF | 251'293 CHF | 99.99% | 99.99% |