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 | 243'726 CHF | 245'726 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.08 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'633 CHF | 244'633 CHF | 99.98% | 99.98% |
18.11.2024 | 0.82% | 97.27 % | 98.07 % | 250'000 | 240'000 | 250'000 | 246'546 | 243'030 CHF | 241'645 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'830 CHF | 245'830 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'098 CHF | 246'098 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.58 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'007 CHF | 246'007 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'850 CHF | 249'850 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'256 CHF | 250'256 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'599 CHF | 249'599 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.12 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'586 CHF | 249'586 CHF | 100.00% | 100.00% |