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% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'302 CHF | 240'302 CHF | 99.95% | 99.95% |
19.11.2024 | 0.83% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'829 CHF | 240'829 CHF | 99.95% | 99.95% |
18.11.2024 | 0.83% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'262 CHF | 243'262 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'751 CHF | 242'751 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.94 % | 96.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'172 CHF | 240'172 CHF | 99.99% | 99.99% |
13.11.2024 | 0.85% | 94.48 % | 95.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'055 CHF | 237'055 CHF | 99.84% | 99.84% |
12.11.2024 | 0.85% | 93.13 % | 93.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'956 CHF | 235'956 CHF | 99.94% | 99.94% |
11.11.2024 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'362 CHF | 240'362 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 94.71 % | 95.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'199 CHF | 241'199 CHF | 99.90% | 99.90% |
07.11.2024 | 0.82% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'856 CHF | 245'856 CHF | 100.00% | 100.00% |