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% | 93.20 % | 94.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'292 CHF | 236'292 CHF | 99.92% | 99.92% |
19.11.2024 | 0.85% | 93.29 % | 94.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'061 CHF | 236'061 CHF | 99.72% | 99.72% |
18.11.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'627 CHF | 240'627 CHF | 99.94% | 99.94% |
15.11.2024 | 0.84% | 94.56 % | 95.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'303 CHF | 240'303 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.52 % | 97.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'497 CHF | 242'497 CHF | 99.94% | 99.94% |
13.11.2024 | 0.84% | 95.22 % | 96.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'151 CHF | 240'151 CHF | 99.74% | 99.74% |
12.11.2024 | 0.83% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'427 CHF | 241'427 CHF | 99.93% | 99.93% |
11.11.2024 | 0.82% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'746 CHF | 244'746 CHF | 99.99% | 99.99% |
08.11.2024 | 0.82% | 96.42 % | 97.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'777 CHF | 243'777 CHF | 99.83% | 99.83% |
07.11.2024 | 0.82% | 96.84 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'918 CHF | 244'918 CHF | 100.00% | 100.00% |