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% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'061 CHF | 248'061 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'742 CHF | 247'742 CHF | 99.98% | 99.98% |
18.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'900 CHF | 247'900 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.95 % | 98.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'867 CHF | 247'867 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'845 CHF | 248'845 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'317 CHF | 247'317 CHF | 99.91% | 99.91% |
12.11.2024 | 0.81% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'950 CHF | 247'950 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'773 CHF | 248'773 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.58 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'443 CHF | 248'443 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'656 CHF | 248'656 CHF | 100.00% | 100.00% |