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 | 0.84% | 94.32 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'841 CHF | 237'841 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 94.78 % | 95.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'752 CHF | 238'752 CHF | 99.62% | 99.62% |
18.11.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'990 CHF | 240'990 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'697 CHF | 240'697 CHF | 99.99% | 99.99% |
14.11.2024 | 0.84% | 94.99 % | 95.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'770 CHF | 237'770 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 93.49 % | 94.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'617 CHF | 234'617 CHF | 99.99% | 99.99% |
12.11.2024 | 0.86% | 91.99 % | 92.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'299 CHF | 233'299 CHF | 99.97% | 99.97% |
11.11.2024 | 0.85% | 94.09 % | 94.89 % | 250'000 | 250'000 | 249'575 | 250'000 | 235'099 CHF | 237'499 CHF | 99.04% | 100.00% |
08.11.2024 | 0.84% | 93.86 % | 94.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'196 CHF | 239'196 CHF | 99.84% | 99.84% |
07.11.2024 | 0.82% | 96.94 % | 97.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'165 CHF | 244'165 CHF | 99.98% | 99.98% |