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% | 97.98 % | 98.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'705 CHF | 247'705 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'891 CHF | 247'891 CHF | 99.98% | 99.98% |
18.11.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'199 CHF | 248'199 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'363 CHF | 247'363 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'327 CHF | 247'327 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.69 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'933 CHF | 245'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'067 CHF | 247'067 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'556 CHF | 247'556 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.24 % | 99.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'324 CHF | 247'324 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'899 CHF | 246'899 CHF | 100.00% | 100.00% |