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% | 98.03 % | 98.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'292 CHF | 248'292 CHF | 99.98% | 99.98% |
19.11.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'593 CHF | 246'593 CHF | 99.83% | 99.83% |
18.11.2024 | 0.81% | 98.59 % | 99.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'929 CHF | 247'929 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'971 CHF | 248'971 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'152 CHF | 250'152 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'178 CHF | 249'178 CHF | 99.97% | 99.97% |
12.11.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'586 CHF | 250'586 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'972 CHF | 250'972 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'987 CHF | 249'987 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'956 CHF | 249'956 CHF | 100.00% | 100.00% |