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 | 0.82% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'362 CHF | 246'362 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.61 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'974 CHF | 245'974 CHF | 99.95% | 99.95% |
18.11.2024 | 0.81% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'476 CHF | 246'476 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'671 CHF | 246'671 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'040 CHF | 247'040 CHF | 99.93% | 99.93% |
13.11.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'008 CHF | 247'008 CHF | 99.84% | 99.84% |
12.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'543 CHF | 247'543 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'381 CHF | 248'381 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'199 CHF | 248'199 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'043 CHF | 249'043 CHF | 100.00% | 100.00% |