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% | 95.20 % | 96.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'634 CHF | 240'634 CHF | 99.97% | 99.97% |
19.11.2024 | 0.83% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'685 CHF | 240'685 CHF | 99.81% | 99.81% |
18.11.2024 | 0.82% | 96.88 % | 97.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'857 CHF | 243'857 CHF | 99.97% | 99.97% |
15.11.2024 | 0.82% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'662 CHF | 243'662 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'523 CHF | 244'523 CHF | 99.98% | 99.98% |
13.11.2024 | 0.83% | 96.33 % | 97.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'031 CHF | 243'031 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'099 CHF | 244'099 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'601 CHF | 246'601 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.54 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'320 CHF | 246'320 CHF | 99.92% | 99.92% |
07.11.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'206 CHF | 247'206 CHF | 99.98% | 99.98% |