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% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'005 CHF | 246'005 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'616 CHF | 245'616 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.68 % | 98.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'385 CHF | 246'385 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'219 CHF | 247'219 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.26 % | 99.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'721 CHF | 247'721 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'908 CHF | 247'908 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'253 CHF | 248'253 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'179 CHF | 249'179 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'923 CHF | 248'923 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'743 CHF | 248'743 CHF | 99.99% | 99.99% |