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% | 95.00 % | 95.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'561 CHF | 242'561 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'112 CHF | 248'112 CHF | 99.82% | 99.82% |
18.11.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'532 CHF | 250'532 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'218 CHF | 250'218 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'062 CHF | 249'062 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'793 CHF | 248'793 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'934 CHF | 251'936 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'573 CHF | 251'573 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'257 CHF | 251'257 CHF | 99.94% | 99.94% |
07.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'637 CHF | 251'641 CHF | 100.00% | 100.00% |