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% | 93.12 % | 93.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'296 CHF | 236'296 CHF | 99.91% | 99.91% |
19.11.2024 | 0.85% | 92.76 % | 93.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'353 CHF | 235'353 CHF | 98.28% | 98.28% |
18.11.2024 | 0.83% | 96.12 % | 96.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'691 CHF | 241'691 CHF | 99.99% | 99.99% |
15.11.2024 | 0.83% | 94.57 % | 95.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'998 CHF | 240'998 CHF | 99.99% | 99.99% |
14.11.2024 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'622 CHF | 243'622 CHF | 99.95% | 99.95% |
13.11.2024 | 0.83% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'768 CHF | 240'768 CHF | 99.68% | 99.68% |
12.11.2024 | 0.83% | 95.84 % | 96.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'938 CHF | 242'938 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'066 CHF | 247'066 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'508 CHF | 246'508 CHF | 99.85% | 99.85% |
07.11.2024 | 0.81% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'581 CHF | 247'581 CHF | 99.92% | 99.92% |