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% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'868 CHF | 246'868 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.66 % | 98.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'028 CHF | 246'028 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.47 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'400 CHF | 245'400 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.22 % | 98.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'375 CHF | 245'375 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'310 CHF | 246'310 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'444 CHF | 246'444 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'983 CHF | 247'983 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.69 % | 99.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'842 CHF | 248'842 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'160 CHF | 248'160 CHF | 99.88% | 99.88% |
07.11.2024 | 0.81% | 98.46 % | 99.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'334 CHF | 248'334 CHF | 100.00% | 100.00% |