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% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'673 CHF | 247'673 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.00 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'004 CHF | 247'004 CHF | 99.80% | 99.80% |
18.11.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'587 CHF | 247'587 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'837 CHF | 247'837 CHF | 99.99% | 99.99% |
14.11.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'016 CHF | 248'016 CHF | 99.97% | 99.97% |
13.11.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'322 CHF | 247'322 CHF | 99.98% | 99.98% |
12.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'369 CHF | 248'369 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'813 CHF | 248'813 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'148 CHF | 248'148 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'891 CHF | 248'891 CHF | 100.00% | 100.00% |