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 | 0.84% | 93.65 % | 94.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'373 CHF | 238'373 CHF | 99.99% | 99.99% |
19.11.2024 | 0.84% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'307 CHF | 240'307 CHF | 99.94% | 99.94% |
18.11.2024 | 0.82% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'332 CHF | 244'332 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'207 CHF | 245'207 CHF | 99.98% | 99.98% |
14.11.2024 | 0.82% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'906 CHF | 244'906 CHF | 99.84% | 99.84% |
13.11.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'435 CHF | 245'435 CHF | 99.76% | 99.76% |
12.11.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'890 CHF | 244'890 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'681 CHF | 244'681 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.78 % | 97.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'079 CHF | 243'079 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.57 % | 97.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'119 CHF | 243'119 CHF | 99.98% | 99.98% |