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 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'381 CHF | 244'381 CHF | 99.95% | 99.95% |
19.11.2024 | 0.82% | 96.91 % | 97.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'694 CHF | 243'694 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 96.99 % | 97.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'857 CHF | 243'857 CHF | 99.97% | 99.97% |
15.11.2024 | 0.83% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'351 CHF | 243'351 CHF | 99.98% | 99.98% |
14.11.2024 | 0.82% | 97.43 % | 98.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'051 CHF | 244'051 CHF | 99.92% | 99.92% |
13.11.2024 | 0.83% | 95.88 % | 96.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'015 CHF | 241'015 CHF | 99.86% | 99.86% |
12.11.2024 | 0.83% | 95.37 % | 96.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'934 CHF | 241'934 CHF | 99.95% | 99.95% |
11.11.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'561 CHF | 244'561 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.96 % | 97.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'913 CHF | 244'913 CHF | 99.93% | 99.93% |
07.11.2024 | 0.81% | 97.57 % | 98.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'741 CHF | 246'741 CHF | 100.00% | 100.00% |