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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'797 CHF | 250'797 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'660 CHF | 250'660 CHF | 99.65% | 99.65% |
22.11.2024 | 0.81% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'300 CHF | 249'300 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'759 CHF | 249'759 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'200 CHF | 249'200 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'178 CHF | 251'178 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'357 CHF | 251'357 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'260 CHF | 251'260 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'266 CHF | 250'266 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'152 CHF | 251'152 CHF | 100.00% | 100.00% |