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 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'302 CHF | 250'302 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'793 CHF | 249'793 CHF | 99.83% | 99.83% |
18.11.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'672 CHF | 250'672 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'601 CHF | 249'601 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'970 CHF | 248'970 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'965 CHF | 248'965 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'062 CHF | 250'062 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'341 CHF | 250'341 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'363 CHF | 249'363 CHF | 99.92% | 99.92% |
07.11.2024 | 0.80% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'928 CHF | 249'928 CHF | 100.00% | 100.00% |