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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.82% | 97.83 % | 98.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'340 CHF | 246'340 CHF | 100.00% | 100.00% |
20.11.2024 | 0.82% | 97.22 % | 98.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'815 CHF | 244'815 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'666 CHF | 245'666 CHF | 89.36% | 89.36% |
18.11.2024 | 0.82% | 97.69 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'231 CHF | 245'231 CHF | 99.66% | 99.66% |
15.11.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'520 CHF | 244'520 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.74 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'659 CHF | 242'659 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 249'990 | 242'966 CHF | 244'956 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'514 CHF | 243'514 CHF | 98.72% | 98.72% |
11.11.2024 | 0.82% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'142 CHF | 245'142 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'426 CHF | 245'426 CHF | 99.83% | 99.83% |