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% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'394 CHF | 245'394 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.27 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'423 CHF | 245'423 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 97.94 % | 98.74 % | 235'000 | 250'000 | 246'465 | 250'000 | 241'173 CHF | 246'634 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'723 CHF | 246'723 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'844 CHF | 246'844 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.64 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'186 CHF | 246'186 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'648 CHF | 246'648 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.24 % | 99.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'869 CHF | 247'869 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'147 CHF | 248'147 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'469 CHF | 249'469 CHF | 100.00% | 100.00% |