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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.11.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'592 CHF | 249'592 CHF | 100.00% | 100.00% |
28.11.2024 | 0.81% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'297 CHF | 249'297 CHF | 100.00% | 100.00% |
27.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'968 CHF | 248'968 CHF | 100.00% | 100.00% |
26.11.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'012 CHF | 249'012 CHF | 100.00% | 100.00% |
25.11.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'884 CHF | 248'884 CHF | 99.52% | 99.52% |
22.11.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'352 CHF | 248'352 CHF | 100.00% | 100.00% |
20.11.2024 | 0.81% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'209 CHF | 248'209 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'850 CHF | 247'850 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'061 CHF | 248'061 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'999 CHF | 247'999 CHF | 100.00% | 100.00% |