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% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'994 CHF | 246'994 CHF | 99.98% | 99.98% |
19.11.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'834 CHF | 246'834 CHF | 99.82% | 99.82% |
18.11.2024 | 0.81% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'225 CHF | 248'225 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'913 CHF | 247'913 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'715 CHF | 247'715 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'326 CHF | 246'326 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.40 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'849 CHF | 245'849 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'367 CHF | 247'367 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'894 CHF | 245'894 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'988 CHF | 246'988 CHF | 99.99% | 99.99% |