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% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'406 CHF | 248'406 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'425 CHF | 246'425 CHF | 99.94% | 99.94% |
18.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'877 CHF | 248'877 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'188 CHF | 249'188 CHF | 99.99% | 99.99% |
14.11.2024 | 0.81% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'138 CHF | 249'138 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'494 CHF | 248'494 CHF | 99.88% | 99.88% |
12.11.2024 | 0.80% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'890 CHF | 249'890 CHF | 100.00% | 100.00% |