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% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'221 CHF | 236'221 CHF | 99.88% | 99.88% |
19.11.2024 | 0.85% | 93.33 % | 94.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'942 CHF | 235'942 CHF | 99.63% | 99.63% |
18.11.2024 | 0.84% | 94.97 % | 95.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'519 CHF | 239'519 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'800 CHF | 239'800 CHF | 99.94% | 99.94% |
14.11.2024 | 0.83% | 96.28 % | 97.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'844 CHF | 241'844 CHF | 99.97% | 99.97% |
13.11.2024 | 0.83% | 95.48 % | 96.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'956 CHF | 240'956 CHF | 99.88% | 99.88% |
12.11.2024 | 0.83% | 95.62 % | 96.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'666 CHF | 241'666 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'088 CHF | 244'088 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.33 % | 97.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'209 CHF | 243'209 CHF | 99.99% | 99.99% |
07.11.2024 | 0.82% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'898 CHF | 243'898 CHF | 99.95% | 99.95% |