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% | 97.73 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'246 CHF | 247'246 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.01 % | 97.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'212 CHF | 244'212 CHF | 99.91% | 99.91% |
18.11.2024 | 0.82% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'927 CHF | 245'927 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.72 % | 97.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'902 CHF | 243'902 CHF | 99.98% | 99.98% |
14.11.2024 | 0.83% | 96.57 % | 97.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'234 CHF | 242'234 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'172 CHF | 241'172 CHF | 99.65% | 99.65% |
12.11.2024 | 0.82% | 94.94 % | 95.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'585 CHF | 243'585 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.58 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'770 CHF | 249'770 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'131 CHF | 249'131 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'126 CHF | 248'126 CHF | 99.99% | 99.99% |