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% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'461 CHF | 246'461 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'305 CHF | 245'305 CHF | 99.98% | 99.98% |
18.11.2024 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'896 CHF | 245'896 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.64 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'764 CHF | 246'764 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'060 CHF | 247'060 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.88 % | 98.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'762 CHF | 246'762 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'661 CHF | 251'661 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'060 CHF | 252'060 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'315 CHF | 251'315 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'100 CHF | 251'100 CHF | 100.00% | 100.00% |