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% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'641 CHF | 247'641 CHF | 99.97% | 99.97% |
19.11.2024 | 0.81% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'717 CHF | 246'717 CHF | 99.97% | 99.97% |
18.11.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'485 CHF | 247'485 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.34 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'205 CHF | 248'205 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.58 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'134 CHF | 248'134 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'463 CHF | 252'472 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'942 CHF | 253'967 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'027 CHF | 254'052 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'928 CHF | 252'953 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'006 CHF | 253'029 CHF | 100.00% | 100.00% |