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% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'845 CHF | 247'845 CHF | 99.95% | 99.95% |
19.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'324 CHF | 248'324 CHF | 99.90% | 99.90% |
18.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'259 CHF | 250'259 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'879 CHF | 249'879 CHF | 99.97% | 99.97% |
14.11.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'926 CHF | 246'926 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'476 CHF | 243'476 CHF | 99.99% | 99.99% |
12.11.2024 | 0.83% | 95.38 % | 96.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'789 CHF | 241'789 CHF | 99.97% | 99.97% |
11.11.2024 | 0.82% | 97.56 % | 98.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'114 CHF | 246'114 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.08 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'282 CHF | 247'282 CHF | 99.92% | 99.92% |
07.11.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'347 CHF | 251'347 CHF | 100.00% | 100.00% |