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 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'812 CHF | 249'812 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'671 CHF | 248'671 CHF | 99.88% | 99.88% |
18.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'668 CHF | 249'668 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'721 CHF | 249'721 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'595 CHF | 249'595 CHF | 99.99% | 99.99% |
13.11.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'931 CHF | 247'931 CHF | 99.93% | 99.93% |
12.11.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'649 CHF | 248'649 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'322 CHF | 249'322 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.55 % | 99.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'538 CHF | 248'538 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'289 CHF | 249'289 CHF | 100.00% | 100.00% |