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 | 0.51% | 98.35 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'187 CHF | 247'437 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.21 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'469 CHF | 246'719 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 98.49 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'970 CHF | 247'220 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.42 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'408 CHF | 247'658 CHF | 99.99% | 99.99% |
14.11.2024 | 0.51% | 98.63 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'456 CHF | 247'706 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.50 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'404 CHF | 247'654 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.74 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'045 CHF | 248'295 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 98.89 % | 99.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'140 CHF | 248'390 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.62 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'562 CHF | 247'812 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 98.95 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'365 CHF | 248'615 CHF | 100.00% | 100.00% |