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 | 0.81% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'297 CHF | 249'297 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.69 % | 99.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'966 CHF | 248'966 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'577 CHF | 249'577 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'698 CHF | 249'698 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'931 CHF | 248'931 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'955 CHF | 248'955 CHF | 99.67% | 99.67% |
12.11.2024 | 0.81% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'994 CHF | 248'994 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'142 CHF | 250'142 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'833 CHF | 249'833 CHF | 99.92% | 99.92% |
07.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'290 CHF | 250'290 CHF | 100.00% | 100.00% |