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% | 97.33 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'723 CHF | 246'473 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 97.47 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'438 CHF | 245'188 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 98.11 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'305 CHF | 248'055 CHF | 99.68% | 99.68% |
15.11.2024 | 0.70% | 98.94 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'269 CHF | 250'019 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.64 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'035 CHF | 250'785 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.56 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'957 CHF | 250'707 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.20 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'188 CHF | 250'938 CHF | 98.75% | 98.75% |
11.11.2024 | 0.70% | 99.69 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'598 CHF | 251'348 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.77 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'501 CHF | 251'251 CHF | 99.84% | 99.84% |
07.11.2024 | 0.70% | 100.18 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'434 CHF | 252'184 CHF | 100.00% | 100.00% |