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% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'637 CHF | 248'637 CHF | 99.98% | 99.98% |
19.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'481 CHF | 248'481 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'203 CHF | 250'203 CHF | 99.99% | 99.99% |
15.11.2024 | 0.81% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'362 CHF | 249'362 CHF | 99.96% | 99.96% |
14.11.2024 | 0.81% | 98.63 % | 99.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'921 CHF | 247'921 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'229 CHF | 247'229 CHF | 99.88% | 99.88% |
12.11.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'739 CHF | 247'739 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'783 CHF | 248'783 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'405 CHF | 248'405 CHF | 99.97% | 99.97% |
07.11.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'121 CHF | 251'121 CHF | 99.98% | 99.98% |