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% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'381 CHF | 249'381 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'197 CHF | 248'197 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'560 CHF | 249'560 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'059 CHF | 250'059 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'116 CHF | 250'116 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'776 CHF | 249'776 CHF | 99.86% | 99.86% |
12.11.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'646 CHF | 250'646 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'586 CHF | 251'586 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'666 CHF | 251'666 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'389 CHF | 252'390 CHF | 100.00% | 100.00% |