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% | 96.77 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'612 CHF | 244'612 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'730 CHF | 243'730 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 96.91 % | 97.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'779 CHF | 243'779 CHF | 99.96% | 99.96% |
15.11.2024 | 0.82% | 96.32 % | 97.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'471 CHF | 243'471 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'059 CHF | 244'059 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'028 CHF | 247'028 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'824 CHF | 247'824 CHF | 99.98% | 99.98% |
11.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'296 CHF | 249'296 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'504 CHF | 249'504 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'498 CHF | 250'498 CHF | 100.00% | 100.00% |