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% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'829 CHF | 245'829 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'601 CHF | 245'601 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'755 CHF | 246'755 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.76 % | 98.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'954 CHF | 246'954 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'414 CHF | 247'414 CHF | 99.97% | 99.97% |
13.11.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'825 CHF | 246'825 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'190 CHF | 247'190 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'816 CHF | 247'816 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'470 CHF | 247'470 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'528 CHF | 247'528 CHF | 99.99% | 99.99% |