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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.71% | 98.41 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'562 CHF | 247'312 CHF | 100.00% | 100.00% |
20.11.2024 | 0.72% | 96.83 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'507 CHF | 245'257 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 97.37 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'309 CHF | 245'059 CHF | 89.37% | 89.37% |
18.11.2024 | 0.71% | 97.92 % | 98.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'069 CHF | 245'819 CHF | 99.68% | 99.68% |
15.11.2024 | 0.71% | 97.95 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'072 CHF | 247'822 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.84 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'284 CHF | 249'034 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.51 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'607 CHF | 248'357 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 98.89 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'829 CHF | 249'579 CHF | 98.74% | 98.74% |
11.11.2024 | 0.70% | 99.27 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'276 CHF | 250'026 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 98.96 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'154 CHF | 248'904 CHF | 99.84% | 99.84% |