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% | 97.27 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'907 CHF | 245'907 CHF | 99.84% | 99.84% |
19.11.2024 | 0.82% | 97.37 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'893 CHF | 245'893 CHF | 99.96% | 99.96% |
18.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'592 CHF | 247'592 CHF | 99.98% | 99.98% |
15.11.2024 | 0.81% | 97.76 % | 98.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'309 CHF | 247'309 CHF | 99.98% | 99.98% |
14.11.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'684 CHF | 248'684 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'786 CHF | 247'786 CHF | 99.82% | 99.82% |
12.11.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'023 CHF | 248'023 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'311 CHF | 249'311 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'720 CHF | 248'720 CHF | 99.97% | 99.97% |
07.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'016 CHF | 254'041 CHF | 100.00% | 100.00% |