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 | 0.80% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'859 CHF | 249'859 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'387 CHF | 249'387 CHF | 99.98% | 99.98% |
18.11.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'124 CHF | 247'124 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'988 CHF | 246'988 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.04 % | 98.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'240 CHF | 246'240 CHF | 99.99% | 99.99% |
13.11.2024 | 0.83% | 96.84 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'992 CHF | 242'992 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.48 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'531 CHF | 245'531 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'622 CHF | 248'622 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'733 CHF | 247'733 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'245 CHF | 248'245 CHF | 100.00% | 100.00% |