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% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'819 CHF | 247'819 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'491 CHF | 247'491 CHF | 99.99% | 99.99% |
18.11.2024 | 0.81% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'792 CHF | 246'792 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'844 CHF | 247'844 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'293 CHF | 245'293 CHF | 99.99% | 99.99% |
13.11.2024 | 0.82% | 96.89 % | 97.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'266 CHF | 245'266 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'107 CHF | 246'107 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'695 CHF | 248'695 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'382 CHF | 248'382 CHF | 99.99% | 99.99% |
07.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'804 CHF | 246'804 CHF | 100.00% | 100.00% |