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% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'363 CHF | 248'363 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.24 % | 99.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'643 CHF | 247'643 CHF | 99.88% | 99.88% |
18.11.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'643 CHF | 248'643 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'414 CHF | 249'414 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'585 CHF | 249'585 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'073 CHF | 249'073 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'793 CHF | 249'793 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'267 CHF | 250'267 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'076 CHF | 254'101 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'500 CHF | 254'523 CHF | 100.00% | 100.00% |