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 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'736 CHF | 245'736 CHF | 99.92% | 99.92% |
19.11.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'928 CHF | 244'928 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'223 CHF | 245'223 CHF | 99.99% | 99.99% |
15.11.2024 | 0.82% | 97.26 % | 98.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'658 CHF | 245'658 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'182 CHF | 246'182 CHF | 99.92% | 99.92% |
13.11.2024 | 0.82% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'139 CHF | 245'139 CHF | 99.86% | 99.86% |
12.11.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'915 CHF | 245'915 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.00 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'250 CHF | 247'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.95 % | 98.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'127 CHF | 247'127 CHF | 99.99% | 99.99% |
07.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'398 CHF | 248'398 CHF | 100.00% | 100.00% |