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% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'065 CHF | 252'065 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'716 CHF | 251'716 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'024 CHF | 252'024 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'464 CHF | 252'464 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'386 CHF | 252'386 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'398 CHF | 252'398 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'839 CHF | 252'864 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'068 CHF | 253'093 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'324 CHF | 252'324 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'949 CHF | 251'949 CHF | 100.00% | 100.00% |