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% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'197 CHF | 247'197 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'761 CHF | 246'761 CHF | 99.97% | 99.97% |
18.11.2024 | 0.81% | 98.07 % | 98.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'206 CHF | 247'206 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.82 % | 98.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'916 CHF | 246'916 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'409 CHF | 247'409 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.02 % | 98.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'155 CHF | 247'155 CHF | 99.89% | 99.89% |
12.11.2024 | 0.81% | 98.03 % | 98.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'355 CHF | 247'355 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.26 % | 99.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'605 CHF | 247'605 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'108 CHF | 247'108 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'775 CHF | 247'775 CHF | 100.00% | 100.00% |