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% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'070 CHF | 246'070 CHF | 99.98% | 99.98% |
19.11.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'958 CHF | 245'958 CHF | 99.83% | 99.83% |
18.11.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'362 CHF | 247'362 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'271 CHF | 247'271 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'934 CHF | 247'934 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'316 CHF | 247'316 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'830 CHF | 247'830 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'856 CHF | 248'856 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'848 CHF | 248'848 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'937 CHF | 248'937 CHF | 100.00% | 100.00% |