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% | 97.82 % | 98.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'312 CHF | 247'312 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'031 CHF | 247'031 CHF | 99.90% | 99.90% |
18.11.2024 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'570 CHF | 248'570 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'879 CHF | 247'879 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'526 CHF | 247'526 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'468 CHF | 247'468 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 246'000 | 250'000 | 247'088 | 246'238 CHF | 245'347 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 98.81 % | 99.61 % | 250'000 | 242'000 | 250'000 | 246'402 | 246'809 CHF | 245'227 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.55 % | 99.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'384 CHF | 248'384 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'458 CHF | 248'458 CHF | 100.00% | 100.00% |