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 | 248'242 CHF | 250'242 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'096 CHF | 249'096 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'939 CHF | 248'939 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'154 CHF | 249'154 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.27 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'489 CHF | 250'489 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'035 CHF | 251'035 CHF | 99.86% | 99.86% |
12.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'796 CHF | 251'801 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'193 CHF | 250'193 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'403 CHF | 249'403 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'249 CHF | 250'249 CHF | 100.00% | 100.00% |