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% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'142 CHF | 247'142 CHF | 99.98% | 99.98% |
19.11.2024 | 0.81% | 97.64 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'846 CHF | 246'846 CHF | 99.74% | 99.74% |
18.11.2024 | 0.80% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'855 CHF | 249'855 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'749 CHF | 250'749 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'318 CHF | 250'318 CHF | 99.94% | 99.94% |
13.11.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'072 CHF | 251'072 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'092 CHF | 252'092 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'800 CHF | 251'802 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'772 CHF | 251'772 CHF | 99.97% | 99.97% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'675 CHF | 251'675 CHF | 100.00% | 100.00% |