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% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'866 CHF | 247'866 CHF | 99.94% | 99.94% |
19.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'453 CHF | 248'453 CHF | 99.96% | 99.96% |
18.11.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'737 CHF | 248'737 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'174 CHF | 249'174 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'472 CHF | 249'472 CHF | 99.93% | 99.93% |
13.11.2024 | 0.80% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'488 CHF | 251'488 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'766 CHF | 251'766 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'972 CHF | 251'972 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'233 CHF | 250'233 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'375 CHF | 250'375 CHF | 100.00% | 100.00% |