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 | 0.82% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'334 CHF | 246'334 CHF | 99.96% | 99.96% |
19.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 240'000 | 250'000 | 244'932 | 243'746 CHF | 240'772 CHF | 99.98% | 99.98% |
18.11.2024 | 0.81% | 98.04 % | 98.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'744 CHF | 246'744 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'874 CHF | 245'874 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'670 CHF | 244'670 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.92 % | 97.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'709 CHF | 244'709 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.18 % | 97.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'831 CHF | 245'831 CHF | 99.95% | 99.95% |
11.11.2024 | 0.81% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'712 CHF | 246'712 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'816 CHF | 245'816 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'550 CHF | 246'550 CHF | 100.00% | 100.00% |