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% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'365 CHF | 249'365 CHF | 99.92% | 99.92% |
19.11.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'546 CHF | 248'546 CHF | 99.59% | 99.59% |
18.11.2024 | 0.80% | 99.19 % | 99.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'781 CHF | 249'781 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'926 CHF | 250'926 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'043 CHF | 251'043 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'104 CHF | 250'104 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'198 CHF | 251'198 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'366 CHF | 252'368 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'101 CHF | 251'101 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'872 CHF | 251'872 CHF | 99.97% | 99.97% |