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% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'671 CHF | 249'671 CHF | 99.94% | 99.94% |
19.11.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'539 CHF | 249'539 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'620 CHF | 250'620 CHF | 99.97% | 99.97% |
15.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'393 CHF | 250'393 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'892 CHF | 250'892 CHF | 99.96% | 99.96% |
13.11.2024 | 0.80% | 99.27 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'265 CHF | 250'265 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'723 CHF | 250'723 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'502 CHF | 251'502 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'077 CHF | 251'077 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'123 CHF | 251'123 CHF | 100.00% | 100.00% |