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% | 94.79 % | 95.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'281 CHF | 240'281 CHF | 99.93% | 99.93% |
19.11.2024 | 0.84% | 94.68 % | 95.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'436 CHF | 239'436 CHF | 99.70% | 99.70% |
18.11.2024 | 0.83% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'207 CHF | 243'207 CHF | 99.97% | 99.97% |
15.11.2024 | 0.83% | 95.58 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'995 CHF | 242'995 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'508 CHF | 245'508 CHF | 99.97% | 99.97% |
13.11.2024 | 0.83% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'376 CHF | 243'376 CHF | 99.81% | 99.81% |
12.11.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'526 CHF | 244'526 CHF | 99.90% | 99.90% |
11.11.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'120 CHF | 247'120 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.56 % | 98.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'654 CHF | 246'654 CHF | 99.82% | 99.82% |
07.11.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'361 CHF | 247'361 CHF | 99.99% | 99.99% |