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 | 0.82% | 97.40 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'947 CHF | 245'947 CHF | 99.96% | 99.96% |
19.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'908 CHF | 245'908 CHF | 99.96% | 99.96% |
18.11.2024 | 0.81% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'221 CHF | 247'221 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'102 CHF | 247'102 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.34 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'618 CHF | 247'618 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'056 CHF | 247'056 CHF | 99.94% | 99.94% |
12.11.2024 | 0.81% | 98.02 % | 98.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'378 CHF | 247'378 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'426 CHF | 248'426 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'964 CHF | 247'964 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.46 % | 99.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'437 CHF | 248'437 CHF | 100.00% | 100.00% |