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% | 98.01 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'527 CHF | 247'277 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 97.83 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'477 CHF | 246'227 CHF | 89.37% | 89.37% |
18.11.2024 | 0.71% | 98.25 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'727 CHF | 247'477 CHF | 99.67% | 99.67% |
15.11.2024 | 0.71% | 98.04 % | 98.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'544 CHF | 247'294 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.35 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'488 CHF | 247'238 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.09 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'144 CHF | 246'894 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 98.28 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'145 CHF | 247'895 CHF | 98.73% | 98.73% |
11.11.2024 | 0.71% | 98.66 % | 99.36 % | 250'000 | 250'000 | 250'000 | 249'995 | 246'543 CHF | 248'289 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 98.31 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'523 CHF | 247'273 CHF | 99.84% | 99.84% |
07.11.2024 | 0.71% | 98.40 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'077 CHF | 247'827 CHF | 100.00% | 100.00% |