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% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'514 CHF | 248'514 CHF | 99.97% | 99.97% |
19.11.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'077 CHF | 247'077 CHF | 99.88% | 99.88% |
18.11.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'265 CHF | 248'265 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'766 CHF | 248'766 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'084 CHF | 247'084 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.68 % | 98.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'096 CHF | 247'096 CHF | 99.97% | 99.97% |
12.11.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'518 CHF | 248'518 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.63 % | 99.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'213 CHF | 248'213 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'940 CHF | 247'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'606 CHF | 247'606 CHF | 100.00% | 100.00% |