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 | 0.51% | 97.00 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'025 CHF | 246'275 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.22 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'344 CHF | 246'594 CHF | 89.36% | 89.36% |
18.11.2024 | 0.51% | 98.28 % | 98.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'174 CHF | 246'424 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 97.95 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'429 CHF | 246'679 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.23 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'064 CHF | 246'314 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 97.69 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'505 CHF | 245'755 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.92 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'180 CHF | 246'430 CHF | 98.73% | 98.73% |
11.11.2024 | 0.51% | 98.12 % | 98.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'834 CHF | 247'084 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.27 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'625 CHF | 246'875 CHF | 99.83% | 99.83% |
07.11.2024 | 0.51% | 98.33 % | 98.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'874 CHF | 248'124 CHF | 100.00% | 100.00% |