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% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'229 CHF | 248'229 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'559 CHF | 248'559 CHF | 99.85% | 99.85% |
18.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'775 CHF | 247'775 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'072 CHF | 248'072 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'405 CHF | 248'405 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'441 CHF | 247'441 CHF | 99.99% | 99.99% |
12.11.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'126 CHF | 248'126 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'855 CHF | 247'855 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 98.04 % | 98.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'317 CHF | 246'317 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'722 CHF | 245'722 CHF | 100.00% | 100.00% |