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 | 0.71% | 97.58 % | 98.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'295 CHF | 246'045 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 97.64 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'878 CHF | 245'628 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 97.71 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'099 CHF | 245'849 CHF | 99.66% | 99.66% |
15.11.2024 | 0.72% | 97.49 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'738 CHF | 245'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 97.82 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'886 CHF | 245'636 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 97.16 % | 97.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'539 CHF | 244'289 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 96.87 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'921 CHF | 244'671 CHF | 98.74% | 98.74% |
11.11.2024 | 0.72% | 97.38 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'857 CHF | 245'607 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 97.47 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'988 CHF | 245'738 CHF | 99.84% | 99.84% |
07.11.2024 | 0.71% | 97.57 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'383 CHF | 246'133 CHF | 100.00% | 100.00% |