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% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'376 CHF | 247'376 CHF | 99.97% | 99.97% |
19.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'005 CHF | 247'005 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'968 CHF | 246'968 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.07 % | 98.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'459 CHF | 247'459 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.10 % | 98.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'851 CHF | 246'851 CHF | 99.98% | 99.98% |
13.11.2024 | 0.81% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'489 CHF | 246'489 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.82 % | 98.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'054 CHF | 247'054 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'543 CHF | 247'543 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'420 CHF | 246'420 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'240 CHF | 246'240 CHF | 100.00% | 100.00% |