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% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'774 CHF | 250'774 CHF | 99.84% | 99.84% |
19.11.2024 | 0.81% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'248 CHF | 249'248 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'591 CHF | 250'591 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'942 CHF | 250'942 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'112 CHF | 250'112 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'774 CHF | 251'786 CHF | 99.96% | 99.96% |
12.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'465 CHF | 253'490 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'914 CHF | 253'939 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'271 CHF | 251'271 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'717 CHF | 249'717 CHF | 99.95% | 99.95% |