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 | 247'120 CHF | 249'120 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'007 CHF | 248'007 CHF | 99.97% | 99.97% |
18.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'071 CHF | 248'071 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'118 CHF | 249'118 CHF | 99.97% | 99.97% |
14.11.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'709 CHF | 249'709 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'051 CHF | 248'051 CHF | 99.83% | 99.83% |
12.11.2024 | 0.80% | 98.59 % | 99.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'916 CHF | 249'916 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'028 CHF | 253'049 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'387 CHF | 253'412 CHF | 99.98% | 99.98% |
07.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'196 CHF | 255'226 CHF | 99.86% | 99.86% |