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% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'319 CHF | 252'322 CHF | 99.98% | 99.98% |
19.11.2024 | 0.81% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'923 CHF | 246'923 CHF | 99.77% | 99.77% |
18.11.2024 | 0.84% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'211 CHF | 239'211 CHF | 98.56% | 98.56% |
15.11.2024 | 0.86% | 92.29 % | 93.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'564 CHF | 232'564 CHF | 99.94% | 99.94% |
14.11.2024 | 0.84% | 94.11 % | 94.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'765 CHF | 238'765 CHF | 99.86% | 99.86% |
13.11.2024 | 0.81% | 96.20 % | 97.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'551 CHF | 246'551 CHF | 99.97% | 99.97% |
12.11.2024 | 0.80% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'950 CHF | 249'950 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'215 CHF | 252'225 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'865 CHF | 250'865 CHF | 99.98% | 99.98% |
07.11.2024 | 0.81% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'793 CHF | 246'793 CHF | 99.88% | 99.88% |