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% | 96.45 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'892 CHF | 243'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.75 % | 97.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'764 CHF | 243'764 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'204 CHF | 244'204 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.60 % | 97.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'808 CHF | 243'808 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.15 % | 97.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'026 CHF | 244'026 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.26 % | 97.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'122 CHF | 242'122 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.96 % | 96.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'061 CHF | 243'061 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.77 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'540 CHF | 244'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.81 % | 97.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'473 CHF | 244'473 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.17 % | 97.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'146 CHF | 245'146 CHF | 100.00% | 100.00% |