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% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'744 CHF | 248'744 CHF | 99.92% | 99.92% |
19.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'822 CHF | 247'822 CHF | 99.89% | 99.89% |
18.11.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'627 CHF | 246'627 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'905 CHF | 247'905 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'406 CHF | 248'406 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'607 CHF | 248'607 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'812 CHF | 248'812 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'330 CHF | 249'330 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'507 CHF | 249'507 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'844 CHF | 248'844 CHF | 100.00% | 100.00% |