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% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'255 CHF | 248'255 CHF | 99.92% | 99.92% |
19.11.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'141 CHF | 248'141 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'506 CHF | 248'506 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.63 % | 99.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'343 CHF | 249'343 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'075 CHF | 250'075 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'970 CHF | 254'995 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'814 CHF | 255'856 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'003 CHF | 257'053 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'001 CHF | 256'049 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'348 CHF | 256'398 CHF | 100.00% | 100.00% |