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% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'549 CHF | 249'549 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'531 CHF | 248'531 CHF | 99.95% | 99.95% |
18.11.2024 | 0.81% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'036 CHF | 249'036 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'643 CHF | 249'643 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'816 CHF | 249'816 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'677 CHF | 249'677 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'085 CHF | 250'085 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'611 CHF | 250'611 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'388 CHF | 250'388 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'087 CHF | 251'087 CHF | 100.00% | 100.00% |