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 | 0.51% | 98.37 % | 98.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'198 CHF | 246'448 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 97.83 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'037 CHF | 247'287 CHF | 89.37% | 89.37% |
18.11.2024 | 0.50% | 99.54 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'521 CHF | 248'771 CHF | 99.67% | 99.67% |
15.11.2024 | 0.50% | 99.02 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'049 CHF | 249'299 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.73 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'157 CHF | 251'407 CHF | 93.17% | 93.17% |
13.11.2024 | 0.50% | 99.60 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'460 CHF | 250'710 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.35 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'566 CHF | 253'816 CHF | 98.73% | 98.73% |
11.11.2024 | 0.49% | 101.86 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'988 CHF | 256'238 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.93 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'283 CHF | 256'533 CHF | 99.82% | 99.82% |
07.11.2024 | 0.49% | 102.26 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'827 CHF | 257'077 CHF | 100.00% | 100.00% |