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% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'878 CHF | 245'878 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.46 % | 98.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'265 CHF | 245'265 CHF | 99.93% | 99.93% |
18.11.2024 | 0.82% | 97.75 % | 98.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'109 CHF | 246'109 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'016 CHF | 246'016 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'337 CHF | 246'337 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'843 CHF | 243'843 CHF | 99.94% | 99.94% |
12.11.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'233 CHF | 246'233 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.26 % | 99.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'123 CHF | 248'123 CHF | 99.94% | 99.94% |
08.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'445 CHF | 247'445 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'623 CHF | 247'623 CHF | 100.00% | 100.00% |