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% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'694 CHF | 246'694 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'628 CHF | 246'628 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'174 CHF | 247'174 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'747 CHF | 247'747 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'994 CHF | 247'994 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'312 CHF | 247'312 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'799 CHF | 247'799 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'577 CHF | 248'577 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'242 CHF | 248'242 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'856 CHF | 248'856 CHF | 100.00% | 100.00% |