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% | 93.86 % | 94.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'299 CHF | 239'299 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 94.81 % | 95.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'976 CHF | 235'976 CHF | 99.23% | 99.23% |
18.11.2024 | 0.83% | 95.62 % | 96.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'799 CHF | 241'799 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'931 CHF | 242'931 CHF | 99.95% | 99.95% |
14.11.2024 | 0.85% | 94.42 % | 95.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'782 CHF | 236'782 CHF | 99.99% | 99.99% |
13.11.2024 | 0.84% | 93.39 % | 94.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'451 CHF | 238'451 CHF | 99.84% | 99.84% |
12.11.2024 | 0.84% | 94.29 % | 95.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'464 CHF | 239'464 CHF | 99.97% | 99.97% |
11.11.2024 | 0.84% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'034 CHF | 239'034 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.88 % | 94.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'641 CHF | 237'641 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 93.85 % | 94.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'081 CHF | 236'081 CHF | 100.00% | 100.00% |