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% | 95.02 % | 95.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'629 CHF | 240'629 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.06 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'220 CHF | 240'220 CHF | 99.62% | 99.62% |
18.11.2024 | 0.83% | 96.13 % | 96.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'280 CHF | 242'280 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'937 CHF | 242'937 CHF | 99.94% | 99.94% |
14.11.2024 | 0.82% | 97.17 % | 97.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'447 CHF | 244'447 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.66 % | 97.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'948 CHF | 243'948 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.70 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'156 CHF | 244'156 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'327 CHF | 245'327 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.92 % | 97.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'790 CHF | 244'790 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'273 CHF | 245'273 CHF | 100.00% | 100.00% |