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 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'849 CHF | 247'849 CHF | 99.92% | 99.92% |
19.11.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'195 CHF | 247'195 CHF | 99.80% | 99.80% |
18.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'549 CHF | 247'549 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'065 CHF | 248'065 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'038 CHF | 248'038 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'777 CHF | 247'777 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'219 CHF | 248'219 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'825 CHF | 248'825 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'099 CHF | 248'099 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'188 CHF | 248'188 CHF | 100.00% | 100.00% |