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% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'242 CHF | 246'242 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'252 CHF | 247'252 CHF | 99.85% | 99.85% |
18.11.2024 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'683 CHF | 248'683 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.69 % | 99.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'999 CHF | 248'999 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'629 CHF | 248'629 CHF | 99.99% | 99.99% |
13.11.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'887 CHF | 247'887 CHF | 99.86% | 99.86% |
12.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'047 CHF | 249'047 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 99.04 % | 99.84 % | 250'000 | 245'000 | 250'000 | 245'012 | 247'363 CHF | 244'387 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'500 CHF | 248'500 CHF | 99.92% | 99.92% |
07.11.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'860 CHF | 248'860 CHF | 100.00% | 100.00% |