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% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'531 CHF | 247'531 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'966 CHF | 246'966 CHF | 99.95% | 99.95% |
18.11.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'848 CHF | 244'848 CHF | 99.98% | 99.98% |
15.11.2024 | 0.82% | 97.26 % | 98.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'341 CHF | 246'341 CHF | 99.99% | 99.99% |
14.11.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'890 CHF | 248'890 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'562 CHF | 250'562 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'489 CHF | 251'493 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'322 CHF | 249'322 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'978 CHF | 247'978 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'623 CHF | 247'623 CHF | 99.98% | 99.98% |