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% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'210 CHF | 248'210 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'774 CHF | 247'774 CHF | 99.92% | 99.92% |
18.11.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'577 CHF | 248'577 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'362 CHF | 249'362 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'542 CHF | 250'542 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'010 CHF | 251'010 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'689 CHF | 250'689 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'073 CHF | 251'073 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'613 CHF | 250'613 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'898 CHF | 250'898 CHF | 100.00% | 100.00% |