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 | 0.80% | 98.95 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'593 CHF | 249'593 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'104 CHF | 249'104 CHF | 99.97% | 99.97% |
18.11.2024 | 0.81% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'286 CHF | 249'286 CHF | 99.98% | 99.98% |
15.11.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'923 CHF | 248'923 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'371 CHF | 247'371 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'628 CHF | 248'628 CHF | 99.81% | 99.81% |
12.11.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'756 CHF | 248'756 CHF | 100.00% | 100.00% |