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% | 98.42 % | 99.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'059 CHF | 249'059 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'602 CHF | 248'602 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'401 CHF | 250'401 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'068 CHF | 251'068 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'324 CHF | 250'324 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'536 CHF | 249'536 CHF | 99.84% | 99.84% |
12.11.2024 | 0.80% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'147 CHF | 250'147 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'911 CHF | 251'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'602 CHF | 251'602 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'261 CHF | 253'286 CHF | 100.00% | 100.00% |