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% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'751 CHF | 251'751 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'948 CHF | 251'949 CHF | 99.70% | 99.70% |
18.11.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'619 CHF | 251'620 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'023 CHF | 251'023 CHF | 99.99% | 99.99% |
14.11.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'468 CHF | 248'468 CHF | 99.96% | 99.96% |
13.11.2024 | 0.83% | 95.98 % | 96.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'239 CHF | 241'239 CHF | 99.81% | 99.81% |
12.11.2024 | 0.83% | 95.12 % | 95.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'300 CHF | 242'300 CHF | 99.99% | 99.99% |
11.11.2024 | 0.82% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'285 CHF | 244'285 CHF | 99.99% | 99.99% |
08.11.2024 | 0.82% | 95.82 % | 96.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'303 CHF | 244'303 CHF | 99.86% | 99.86% |
07.11.2024 | 0.82% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'079 CHF | 245'079 CHF | 99.92% | 99.92% |