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 | 1.02% | 97.14 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'677 CHF | 246'177 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 97.22 % | 98.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'547 CHF | 245'047 CHF | 89.38% | 89.38% |
18.11.2024 | 1.02% | 97.61 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'569 CHF | 246'069 CHF | 99.68% | 99.68% |
15.11.2024 | 1.02% | 97.44 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'521 CHF | 247'021 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 98.19 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'005 CHF | 247'505 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.68 % | 98.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'166 CHF | 246'666 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 97.84 % | 98.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'412 CHF | 247'912 CHF | 98.75% | 98.75% |
11.11.2024 | 1.01% | 98.51 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'198 CHF | 248'698 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.91 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'811 CHF | 247'311 CHF | 99.85% | 99.85% |
07.11.2024 | 1.02% | 98.01 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'660 CHF | 247'160 CHF | 100.00% | 100.00% |