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% | 97.35 % | 98.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'988 CHF | 245'988 CHF | 99.98% | 99.98% |
19.11.2024 | 0.82% | 96.96 % | 97.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'599 CHF | 245'599 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'006 CHF | 246'006 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'381 CHF | 246'381 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'678 CHF | 245'678 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.88 % | 97.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'793 CHF | 244'793 CHF | 99.85% | 99.85% |
12.11.2024 | 0.82% | 96.81 % | 97.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'987 CHF | 244'987 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.68 % | 98.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'858 CHF | 246'858 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'823 CHF | 247'823 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'639 CHF | 249'639 CHF | 100.00% | 100.00% |