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% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'684 CHF | 248'684 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'913 CHF | 247'913 CHF | 99.98% | 99.98% |
18.11.2024 | 0.82% | 98.00 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'342 CHF | 245'342 CHF | 99.97% | 99.97% |
15.11.2024 | 0.82% | 96.71 % | 97.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'728 CHF | 243'728 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 95.59 % | 96.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'038 CHF | 241'038 CHF | 99.91% | 99.91% |
13.11.2024 | 0.83% | 96.03 % | 96.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'677 CHF | 242'677 CHF | 99.77% | 99.77% |
12.11.2024 | 0.82% | 96.21 % | 97.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'836 CHF | 243'836 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'632 CHF | 245'632 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.48 % | 98.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'511 CHF | 246'511 CHF | 99.93% | 99.93% |
07.11.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'047 CHF | 248'047 CHF | 99.69% | 99.69% |