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% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'028 CHF | 249'028 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'722 CHF | 248'722 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'572 CHF | 249'572 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'885 CHF | 249'885 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'436 CHF | 249'436 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'002 CHF | 248'002 CHF | 99.94% | 99.94% |
12.11.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'334 CHF | 248'334 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'015 CHF | 250'015 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'178 CHF | 250'178 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'398 CHF | 251'398 CHF | 99.92% | 99.92% |