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% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'382 CHF | 244'382 CHF | 99.99% | 99.99% |
19.11.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'051 CHF | 244'051 CHF | 99.84% | 99.84% |
18.11.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'567 CHF | 244'567 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.98 % | 97.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'757 CHF | 244'757 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.47 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'022 CHF | 245'022 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'629 CHF | 243'629 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.61 % | 97.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'305 CHF | 244'305 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'287 CHF | 245'287 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.02 % | 97.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'946 CHF | 244'946 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'747 CHF | 245'747 CHF | 100.00% | 100.00% |