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 | 0.86% | 92.54 % | 93.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'636 CHF | 234'636 CHF | 99.97% | 99.97% |
19.11.2024 | 0.86% | 92.66 % | 93.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'394 CHF | 234'394 CHF | 98.47% | 98.47% |
18.11.2024 | 0.84% | 94.81 % | 95.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'342 CHF | 238'342 CHF | 99.97% | 99.97% |
15.11.2024 | 0.84% | 93.72 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'104 CHF | 238'104 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.50 % | 96.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'184 CHF | 240'184 CHF | 99.95% | 99.95% |
13.11.2024 | 0.84% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'214 CHF | 238'214 CHF | 99.92% | 99.92% |
12.11.2024 | 0.84% | 94.49 % | 95.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'166 CHF | 239'166 CHF | 99.99% | 99.99% |
11.11.2024 | 0.83% | 95.62 % | 96.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'940 CHF | 241'940 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.46 % | 96.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'295 CHF | 241'295 CHF | 99.89% | 99.89% |
07.11.2024 | 0.83% | 95.69 % | 96.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'885 CHF | 241'885 CHF | 99.88% | 99.88% |