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% | 98.15 % | 98.65 % | 250'000 | 230'000 | 250'000 | 234'048 | 245'703 CHF | 231'197 CHF | 99.94% | 99.94% |
19.11.2024 | 0.51% | 98.07 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'186 CHF | 246'436 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 98.36 % | 98.86 % | 250'000 | 197'000 | 250'000 | 230'030 | 245'736 CHF | 227'262 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.43 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'304 CHF | 247'554 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.58 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'461 CHF | 247'711 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.34 % | 98.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'791 CHF | 247'041 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 98.35 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'301 CHF | 247'551 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 98.72 % | 99.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'854 CHF | 248'104 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.49 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'277 CHF | 247'527 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 98.57 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'167 CHF | 247'417 CHF | 100.00% | 100.00% |