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% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'829 CHF | 248'829 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'614 CHF | 248'614 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'014 CHF | 249'014 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'500 CHF | 249'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'938 CHF | 251'938 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'471 CHF | 251'471 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'983 CHF | 251'983 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'536 CHF | 252'545 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'989 CHF | 251'989 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'922 CHF | 251'922 CHF | 100.00% | 100.00% |