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% | 97.56 % | 98.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'315 CHF | 246'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'137 CHF | 246'137 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'358 CHF | 247'358 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'315 CHF | 247'315 CHF | 99.99% | 99.99% |
14.11.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'882 CHF | 247'882 CHF | 99.93% | 99.93% |
13.11.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'362 CHF | 247'362 CHF | 99.88% | 99.88% |
12.11.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'620 CHF | 247'620 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'537 CHF | 248'537 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'247 CHF | 248'247 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'526 CHF | 248'526 CHF | 100.00% | 100.00% |