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 | 0.82% | 96.74 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'270 CHF | 244'270 CHF | 99.86% | 99.86% |
19.11.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'678 CHF | 243'678 CHF | 99.76% | 99.76% |
18.11.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'322 CHF | 244'322 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'935 CHF | 244'935 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.42 % | 98.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'180 CHF | 245'180 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.05 % | 97.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'567 CHF | 244'567 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.08 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'251 CHF | 245'251 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'019 CHF | 246'019 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'210 CHF | 245'210 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'644 CHF | 245'644 CHF | 100.00% | 100.00% |