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% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'733 CHF | 246'733 CHF | 99.93% | 99.93% |
19.11.2024 | 0.82% | 97.55 % | 98.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'799 CHF | 245'799 CHF | 99.62% | 99.62% |
18.11.2024 | 0.82% | 97.80 % | 98.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'311 CHF | 246'311 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.75 % | 98.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'972 CHF | 246'972 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.24 % | 99.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'427 CHF | 247'427 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'973 CHF | 246'973 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'755 CHF | 247'755 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'214 CHF | 248'214 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'432 CHF | 247'432 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'224 CHF | 247'224 CHF | 99.93% | 99.93% |