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% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'038 CHF | 249'038 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'447 CHF | 248'447 CHF | 99.74% | 99.74% |
18.11.2024 | 0.81% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'285 CHF | 249'285 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'041 CHF | 249'041 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'530 CHF | 249'530 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'580 CHF | 248'580 CHF | 99.82% | 99.82% |
12.11.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'865 CHF | 248'865 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'129 CHF | 250'129 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'532 CHF | 249'532 CHF | 99.92% | 99.92% |
07.11.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'872 CHF | 249'872 CHF | 100.00% | 100.00% |