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% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'052 CHF | 245'052 CHF | 99.93% | 99.93% |
19.11.2024 | 0.82% | 96.88 % | 97.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'138 CHF | 244'138 CHF | 99.82% | 99.82% |
18.11.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'073 CHF | 245'073 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'652 CHF | 245'652 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'210 CHF | 246'210 CHF | 99.99% | 99.99% |
13.11.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'492 CHF | 245'492 CHF | 99.88% | 99.88% |
12.11.2024 | 0.81% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'056 CHF | 247'056 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'970 CHF | 247'970 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'933 CHF | 246'933 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'948 CHF | 246'948 CHF | 100.00% | 100.00% |