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% | 96.78 % | 97.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'481 CHF | 244'481 CHF | 99.97% | 99.97% |
19.11.2024 | 0.82% | 96.45 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'509 CHF | 243'509 CHF | 99.89% | 99.89% |
18.11.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 205'000 | 250'000 | 220'731 | 242'469 CHF | 215'859 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'307 CHF | 245'307 CHF | 99.99% | 99.99% |
14.11.2024 | 0.82% | 97.50 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'430 CHF | 245'430 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'919 CHF | 244'919 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.03 % | 97.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'560 CHF | 245'560 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.58 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'979 CHF | 245'979 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.27 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'546 CHF | 245'546 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'407 CHF | 246'407 CHF | 100.00% | 100.00% |