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 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'541 CHF | 245'541 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'693 CHF | 243'693 CHF | 99.60% | 99.60% |
18.11.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'064 CHF | 246'064 CHF | 99.98% | 99.98% |
15.11.2024 | 0.81% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'727 CHF | 246'727 CHF | 99.97% | 99.97% |
14.11.2024 | 0.82% | 97.08 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'065 CHF | 244'065 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'800 CHF | 252'818 CHF | 99.90% | 99.90% |
12.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'735 CHF | 254'760 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'465 CHF | 254'490 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'413 CHF | 253'438 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'036 CHF | 253'059 CHF | 100.00% | 100.00% |