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% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'217 CHF | 248'217 CHF | 99.95% | 99.95% |
19.11.2024 | 0.81% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'367 CHF | 247'367 CHF | 99.97% | 99.97% |
18.11.2024 | 0.82% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'007 CHF | 246'007 CHF | 99.98% | 99.98% |
15.11.2024 | 0.81% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'704 CHF | 246'704 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.46 % | 98.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'303 CHF | 245'303 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'868 CHF | 246'868 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'278 CHF | 247'278 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'404 CHF | 250'404 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'599 CHF | 251'601 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'481 CHF | 251'481 CHF | 99.99% | 99.99% |