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 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'482 CHF | 248'482 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'374 CHF | 248'374 CHF | 99.74% | 99.74% |
18.11.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'880 CHF | 248'880 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'659 CHF | 247'659 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'419 CHF | 246'419 CHF | 99.92% | 99.92% |
13.11.2024 | 0.83% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'867 CHF | 242'867 CHF | 99.81% | 99.81% |
12.11.2024 | 0.82% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'707 CHF | 243'707 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.68 % | 97.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'140 CHF | 244'140 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.31 % | 97.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'661 CHF | 244'661 CHF | 99.92% | 99.92% |
07.11.2024 | 0.82% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'375 CHF | 246'375 CHF | 100.00% | 100.00% |