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% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'145 CHF | 241'145 CHF | 99.99% | 99.99% |
19.11.2024 | 0.83% | 95.29 % | 96.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'591 CHF | 240'591 CHF | 99.59% | 99.59% |
18.11.2024 | 0.83% | 96.24 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'803 CHF | 242'803 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.05 % | 96.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'171 CHF | 243'171 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'139 CHF | 245'139 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.02 % | 97.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'704 CHF | 244'704 CHF | 99.65% | 99.65% |
12.11.2024 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'897 CHF | 244'897 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'142 CHF | 246'142 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.13 % | 97.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'082 CHF | 245'082 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'466 CHF | 245'466 CHF | 99.98% | 99.98% |