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% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'911 CHF | 247'911 CHF | 99.98% | 99.98% |
19.11.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'724 CHF | 247'724 CHF | 99.98% | 99.98% |
18.11.2024 | 0.81% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'404 CHF | 249'404 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'845 CHF | 248'845 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'302 CHF | 250'302 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.19 % | 99.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'823 CHF | 249'823 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'807 CHF | 249'807 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'456 CHF | 251'456 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'591 CHF | 250'591 CHF | 99.87% | 99.87% |
07.11.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'273 CHF | 252'282 CHF | 100.00% | 100.00% |