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% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'758 CHF | 244'758 CHF | 99.92% | 99.92% |
19.11.2024 | 0.82% | 96.86 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'456 CHF | 244'456 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'405 CHF | 246'405 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.64 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'722 CHF | 246'722 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'102 CHF | 246'102 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'854 CHF | 244'854 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'137 CHF | 245'137 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'468 CHF | 246'468 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'567 CHF | 246'567 CHF | 97.97% | 99.97% |
07.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'954 CHF | 248'954 CHF | 100.00% | 100.00% |