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% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'373 CHF | 253'395 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'679 CHF | 251'679 CHF | 99.76% | 99.76% |
18.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'290 CHF | 253'314 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'485 CHF | 253'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'929 CHF | 253'954 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'659 CHF | 253'684 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'006 CHF | 255'031 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'935 CHF | 255'985 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'311 CHF | 255'339 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'930 CHF | 255'980 CHF | 100.00% | 100.00% |