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% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'459 CHF | 246'459 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'875 CHF | 245'875 CHF | 99.89% | 99.89% |
18.11.2024 | 0.82% | 97.69 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'135 CHF | 246'135 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.57 % | 98.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'100 CHF | 247'100 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.58 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'274 CHF | 248'274 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'323 CHF | 248'323 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'949 CHF | 248'949 CHF | 99.98% | 99.98% |
11.11.2024 | 0.81% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'090 CHF | 249'090 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'426 CHF | 248'426 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'573 CHF | 248'573 CHF | 100.00% | 100.00% |