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 | 1.29% | 38.52 % | 39.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'556 CHF | 97'806 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 38.64 % | 39.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'547 CHF | 97'797 CHF | 99.99% | 99.99% |
18.11.2024 | 1.29% | 38.36 % | 38.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 95'934 CHF | 97'184 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 38.41 % | 38.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'571 CHF | 97'821 CHF | 100.00% | 100.00% |
14.11.2024 | 1.28% | 38.85 % | 39.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'738 CHF | 97'988 CHF | 99.97% | 99.97% |
13.11.2024 | 1.28% | 38.81 % | 39.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'239 CHF | 98'489 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 38.88 % | 39.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'664 CHF | 98'914 CHF | 99.97% | 99.97% |
11.11.2024 | 1.26% | 39.36 % | 39.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'591 CHF | 99'841 CHF | 100.00% | 100.00% |
08.11.2024 | 1.27% | 39.14 % | 39.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'017 CHF | 99'267 CHF | 100.00% | 100.00% |
07.11.2024 | 1.26% | 39.33 % | 39.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'565 CHF | 99'815 CHF | 99.95% | 99.95% |