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% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'709 CHF | 245'709 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'037 CHF | 246'037 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'026 CHF | 246'026 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'243 CHF | 245'243 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.98 % | 98.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'612 CHF | 245'612 CHF | 99.99% | 99.99% |
13.11.2024 | 0.83% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'830 CHF | 242'830 CHF | 99.95% | 99.95% |
12.11.2024 | 0.82% | 96.17 % | 96.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'648 CHF | 243'648 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'252 CHF | 245'252 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'544 CHF | 245'544 CHF | 99.93% | 99.93% |
07.11.2024 | 0.82% | 97.57 % | 98.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'316 CHF | 246'316 CHF | 100.00% | 100.00% |