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% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'832 CHF | 248'832 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'215 CHF | 249'215 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.27 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'132 CHF | 250'132 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'989 CHF | 250'989 CHF | 99.95% | 99.95% |
14.11.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'646 CHF | 250'646 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'862 CHF | 249'862 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'394 CHF | 250'394 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'483 CHF | 251'483 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'722 CHF | 251'723 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'886 CHF | 252'907 CHF | 100.00% | 100.00% |