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 | 0.85% | 92.58 % | 93.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'098 CHF | 235'098 CHF | 99.90% | 99.90% |
19.11.2024 | 0.86% | 92.53 % | 93.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'761 CHF | 233'761 CHF | 99.07% | 99.07% |
18.11.2024 | 0.85% | 94.29 % | 95.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'675 CHF | 237'675 CHF | 99.98% | 99.98% |
15.11.2024 | 0.84% | 93.58 % | 94.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'037 CHF | 238'037 CHF | 99.89% | 99.89% |
14.11.2024 | 0.83% | 95.97 % | 96.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'315 CHF | 241'315 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.92 % | 95.72 % | 225'000 | 250'000 | 228'117 | 250'000 | 216'809 CHF | 239'602 CHF | 99.86% | 99.86% |
12.11.2024 | 0.83% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'685 CHF | 240'685 CHF | 99.98% | 99.98% |
11.11.2024 | 0.83% | 96.20 % | 97.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'358 CHF | 243'358 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.85 % | 96.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'329 CHF | 242'329 CHF | 99.69% | 99.69% |
07.11.2024 | 0.83% | 96.24 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'212 CHF | 243'212 CHF | 99.89% | 99.89% |