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 | 0.80% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'837 CHF | 249'837 CHF | 99.98% | 99.98% |
19.11.2024 | 0.80% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'553 CHF | 249'553 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'015 CHF | 251'015 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'839 CHF | 250'839 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'684 CHF | 251'684 CHF | 99.97% | 99.97% |
13.11.2024 | 0.80% | 99.64 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'031 CHF | 251'031 CHF | 99.89% | 99.89% |
12.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'205 CHF | 251'205 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'222 CHF | 252'222 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'675 CHF | 251'675 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'699 CHF | 251'699 CHF | 100.00% | 100.00% |