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 | 0.80% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'847 CHF | 249'847 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'960 CHF | 248'960 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 235'000 | 250'000 | 246'268 | 247'762 CHF | 246'038 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'919 CHF | 249'919 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'565 CHF | 249'565 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'482 CHF | 249'482 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'066 CHF | 250'066 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'008 CHF | 251'008 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'780 CHF | 250'780 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'083 CHF | 251'083 CHF | 100.00% | 100.00% |