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% | 95.44 % | 96.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'687 CHF | 241'687 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'625 CHF | 241'625 CHF | 99.88% | 99.88% |
18.11.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'289 CHF | 244'289 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.39 % | 97.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'230 CHF | 244'230 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'759 CHF | 245'759 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'623 CHF | 244'623 CHF | 99.77% | 99.77% |
12.11.2024 | 0.82% | 97.03 % | 97.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'089 CHF | 245'089 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'895 CHF | 246'895 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'884 CHF | 245'884 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.57 % | 98.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'431 CHF | 246'431 CHF | 99.98% | 99.98% |