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 | 0.83% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'724 CHF | 242'724 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.25 % | 97.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'823 CHF | 242'823 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.59 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'392 CHF | 243'392 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'606 CHF | 243'606 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'536 CHF | 243'536 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'193 CHF | 243'193 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'510 CHF | 243'510 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'111 CHF | 244'111 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.64 % | 97.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'772 CHF | 243'772 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.91 % | 97.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'157 CHF | 244'157 CHF | 100.00% | 100.00% |