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% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'552 CHF | 244'552 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.57 % | 97.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'304 CHF | 244'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'796 CHF | 245'796 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'745 CHF | 247'745 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'431 CHF | 248'431 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'820 CHF | 246'820 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'515 CHF | 248'515 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'131 CHF | 250'131 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'826 CHF | 250'826 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'810 CHF | 251'810 CHF | 100.00% | 100.00% |