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 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'235 CHF | 250'235 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'329 CHF | 250'329 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'978 CHF | 249'978 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'337 CHF | 249'337 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'280 CHF | 249'280 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'641 CHF | 247'641 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'906 CHF | 247'906 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 98.26 % | 99.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'781 CHF | 247'781 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'027 CHF | 247'027 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'118 CHF | 248'118 CHF | 100.00% | 100.00% |