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% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'211 CHF | 249'211 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'542 CHF | 246'542 CHF | 99.67% | 99.67% |
18.11.2024 | 0.82% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'790 CHF | 245'790 CHF | 99.98% | 99.98% |
15.11.2024 | 0.81% | 97.58 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'270 CHF | 248'270 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'683 CHF | 250'683 CHF | 99.95% | 99.95% |
13.11.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'850 CHF | 250'850 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'548 CHF | 252'567 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.63 % | 99.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'195 CHF | 249'195 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'910 CHF | 246'910 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'967 CHF | 248'967 CHF | 100.00% | 100.00% |