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% | 96.61 % | 97.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'828 CHF | 244'828 CHF | 99.99% | 99.99% |
19.11.2024 | 0.82% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'316 CHF | 244'316 CHF | 99.86% | 99.86% |
18.11.2024 | 0.82% | 97.57 % | 98.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'040 CHF | 245'040 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.13 % | 97.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'612 CHF | 245'612 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 97.94 % | 98.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'439 CHF | 246'439 CHF | 99.99% | 99.99% |
13.11.2024 | 0.82% | 96.60 % | 97.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'928 CHF | 243'928 CHF | 99.91% | 99.91% |
12.11.2024 | 0.82% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'226 CHF | 245'226 CHF | 99.92% | 99.92% |
11.11.2024 | 0.81% | 97.88 % | 98.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'956 CHF | 246'956 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'969 CHF | 246'969 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'272 CHF | 248'272 CHF | 100.00% | 100.00% |