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 | 0.71% | 97.86 % | 98.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'539 CHF | 247'289 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 97.82 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'232 CHF | 245'982 CHF | 89.40% | 89.40% |
18.11.2024 | 0.71% | 98.28 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'777 CHF | 247'527 CHF | 99.66% | 99.66% |
15.11.2024 | 0.71% | 98.59 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'806 CHF | 248'556 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.81 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'923 CHF | 248'673 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.12 % | 98.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'183 CHF | 246'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 97.94 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'203 CHF | 247'953 CHF | 98.72% | 98.72% |
11.11.2024 | 0.71% | 98.87 % | 99.57 % | 250'000 | 250'000 | 250'000 | 249'988 | 247'051 CHF | 248'789 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 98.18 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'687 CHF | 247'437 CHF | 99.84% | 99.84% |
07.11.2024 | 0.71% | 98.47 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'830 CHF | 247'580 CHF | 100.00% | 100.00% |