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% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'002 CHF | 249'002 CHF | 99.93% | 99.93% |
19.11.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'818 CHF | 248'818 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'997 CHF | 249'997 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'602 CHF | 249'602 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'684 CHF | 250'684 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'083 CHF | 250'083 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'325 CHF | 250'325 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'025 CHF | 251'025 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'467 CHF | 250'467 CHF | 99.90% | 99.90% |
07.11.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'794 CHF | 250'794 CHF | 99.98% | 99.98% |