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% | 97.00 % | 97.50 % | 250'000 | 250'000 | 249'992 | 250'000 | 243'043 CHF | 244'300 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 97.39 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'896 CHF | 244'146 CHF | 89.37% | 89.37% |
18.11.2024 | 0.51% | 97.38 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'001 CHF | 244'251 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 96.93 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'547 CHF | 243'797 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.69 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'688 CHF | 243'938 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 96.15 % | 96.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'596 CHF | 240'846 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 95.77 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'606 CHF | 241'856 CHF | 98.74% | 98.74% |
11.11.2024 | 0.51% | 96.77 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'796 CHF | 244'046 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.04 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'349 CHF | 244'599 CHF | 99.82% | 99.82% |
07.11.2024 | 0.51% | 97.66 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'020 CHF | 246'270 CHF | 100.00% | 100.00% |