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% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'927 CHF | 247'927 CHF | 99.99% | 99.99% |
19.11.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'841 CHF | 247'841 CHF | 99.98% | 99.98% |
18.11.2024 | 0.81% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'248 CHF | 249'248 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'161 CHF | 249'161 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'733 CHF | 249'733 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'116 CHF | 249'116 CHF | 99.98% | 99.98% |
12.11.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'444 CHF | 249'444 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'366 CHF | 250'366 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'071 CHF | 250'071 CHF | 99.89% | 99.89% |
07.11.2024 | 0.80% | 99.27 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'311 CHF | 250'311 CHF | 100.00% | 100.00% |