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% | 98.63 % | 99.43 % | 245'000 | 250'000 | 247'465 | 250'000 | 243'659 CHF | 248'157 CHF | 99.99% | 99.99% |
19.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'729 CHF | 246'729 CHF | 99.99% | 99.99% |
18.11.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'902 CHF | 247'902 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'972 CHF | 248'972 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'356 CHF | 250'356 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'659 CHF | 250'659 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'997 CHF | 250'997 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'593 CHF | 251'593 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'122 CHF | 250'122 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'535 CHF | 249'535 CHF | 100.00% | 100.00% |