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% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'976 CHF | 245'976 CHF | 99.98% | 99.98% |
19.11.2024 | 0.82% | 97.38 % | 98.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'258 CHF | 245'258 CHF | 99.89% | 99.89% |
18.11.2024 | 0.82% | 97.73 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'032 CHF | 246'032 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.58 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'663 CHF | 246'663 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'894 CHF | 246'894 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'796 CHF | 245'796 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.55 % | 98.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'745 CHF | 246'745 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'569 CHF | 247'569 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.80 % | 98.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'588 CHF | 246'588 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'746 CHF | 246'746 CHF | 100.00% | 100.00% |