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% | 97.42 % | 98.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'728 CHF | 246'728 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.45 % | 98.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'677 CHF | 246'677 CHF | 99.91% | 99.91% |
18.11.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'546 CHF | 244'546 CHF | 99.98% | 99.98% |
15.11.2024 | 0.82% | 96.81 % | 97.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'326 CHF | 245'326 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'554 CHF | 241'554 CHF | 99.98% | 99.98% |
13.11.2024 | 0.82% | 96.60 % | 97.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'351 CHF | 245'351 CHF | 99.98% | 99.98% |
12.11.2024 | 0.82% | 96.94 % | 97.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'147 CHF | 245'147 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'258 CHF | 250'258 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'815 CHF | 251'817 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'894 CHF | 251'899 CHF | 100.00% | 100.00% |