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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'161 CHF | 245'161 CHF | 100.00% | 100.00% |
25.11.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'667 CHF | 245'667 CHF | 99.49% | 99.49% |
22.11.2024 | 0.82% | 97.45 % | 98.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'584 CHF | 245'584 CHF | 99.94% | 99.94% |
20.11.2024 | 0.82% | 97.08 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'865 CHF | 244'865 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.14 % | 97.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'839 CHF | 244'839 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'581 CHF | 245'581 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'135 CHF | 246'135 CHF | 99.99% | 99.99% |
14.11.2024 | 0.81% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'711 CHF | 246'711 CHF | 99.99% | 99.99% |
13.11.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'972 CHF | 246'972 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.18 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'736 CHF | 247'736 CHF | 100.00% | 100.00% |