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% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'222 CHF | 245'222 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.03 % | 97.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'078 CHF | 245'078 CHF | 99.79% | 99.79% |
18.11.2024 | 0.82% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'188 CHF | 246'188 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'356 CHF | 246'356 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'967 CHF | 245'967 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'941 CHF | 245'941 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'714 CHF | 246'714 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'102 CHF | 248'102 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'997 CHF | 247'997 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'677 CHF | 249'677 CHF | 100.00% | 100.00% |