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% | 95.26 % | 96.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'866 CHF | 240'866 CHF | 99.92% | 99.92% |
19.11.2024 | 0.83% | 95.34 % | 96.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'053 CHF | 241'053 CHF | 99.65% | 99.65% |
18.11.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'912 CHF | 244'912 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'666 CHF | 244'666 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'557 CHF | 245'557 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.57 % | 97.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'704 CHF | 243'704 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'970 CHF | 244'970 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'050 CHF | 248'050 CHF | 99.91% | 99.91% |
08.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'682 CHF | 247'682 CHF | 99.83% | 99.83% |
07.11.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'899 CHF | 248'899 CHF | 99.95% | 99.95% |