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% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'452 CHF | 243'452 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.42 % | 97.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'390 CHF | 244'390 CHF | 99.98% | 99.98% |
18.11.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'015 CHF | 247'015 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'053 CHF | 247'053 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'139 CHF | 251'141 CHF | 99.98% | 99.98% |
13.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'748 CHF | 251'753 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'580 CHF | 253'605 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'161 CHF | 254'186 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'981 CHF | 252'999 CHF | 100.00% | 100.00% |