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% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'556 CHF | 249'556 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'562 CHF | 249'562 CHF | 99.90% | 99.90% |
18.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'975 CHF | 249'975 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'608 CHF | 250'608 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'823 CHF | 251'823 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'214 CHF | 251'214 CHF | 99.78% | 99.78% |
12.11.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'468 CHF | 252'476 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'064 CHF | 253'089 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'474 CHF | 252'482 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'438 CHF | 252'442 CHF | 100.00% | 100.00% |