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% | 97.68 % | 98.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'903 CHF | 246'903 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'811 CHF | 246'811 CHF | 99.72% | 99.72% |
18.11.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'683 CHF | 248'683 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'949 CHF | 247'949 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'950 CHF | 246'950 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'780 CHF | 246'780 CHF | 99.83% | 99.83% |
12.11.2024 | 0.81% | 98.04 % | 98.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'351 CHF | 248'351 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'777 CHF | 248'777 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'062 CHF | 247'062 CHF | 99.99% | 99.99% |
07.11.2024 | 0.81% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'791 CHF | 247'791 CHF | 100.00% | 100.00% |