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 | 0.82% | 96.70 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'913 CHF | 244'913 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'361 CHF | 244'361 CHF | 99.76% | 99.76% |
18.11.2024 | 0.81% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'754 CHF | 246'754 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'156 CHF | 248'156 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'454 CHF | 253'475 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'327 CHF | 252'335 CHF | 99.85% | 99.85% |
12.11.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'144 CHF | 253'164 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'149 CHF | 255'180 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'716 CHF | 254'741 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'602 CHF | 255'636 CHF | 100.00% | 100.00% |