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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'504 CHF | 250'504 CHF | 99.86% | 99.86% |
20.11.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'899 CHF | 249'899 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'394 CHF | 249'394 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'800 CHF | 249'800 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'125 CHF | 249'125 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'569 CHF | 248'569 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.40 % | 99.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'082 CHF | 247'082 CHF | 99.61% | 99.61% |
12.11.2024 | 0.81% | 97.94 % | 98.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'514 CHF | 248'514 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'236 CHF | 251'236 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'381 CHF | 250'381 CHF | 99.95% | 99.95% |