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% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'147 CHF | 244'147 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'840 CHF | 243'840 CHF | 99.78% | 99.78% |
18.11.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'279 CHF | 244'279 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'442 CHF | 244'442 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'680 CHF | 244'680 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'110 CHF | 243'110 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.41 % | 97.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'771 CHF | 243'771 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.05 % | 97.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'895 CHF | 244'895 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.90 % | 97.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'683 CHF | 244'683 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'489 CHF | 245'489 CHF | 100.00% | 100.00% |