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% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'601 CHF | 244'601 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.94 % | 97.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'422 CHF | 243'422 CHF | 99.97% | 99.97% |
18.11.2024 | 0.82% | 97.05 % | 97.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'794 CHF | 244'794 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 96.99 % | 97.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'633 CHF | 246'633 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'533 CHF | 247'533 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'433 CHF | 248'433 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'586 CHF | 249'586 CHF | 100.00% | 100.00% |