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% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'210 CHF | 243'210 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'623 CHF | 242'623 CHF | 98.35% | 98.35% |
18.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'748 CHF | 247'748 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'069 CHF | 248'069 CHF | 99.90% | 99.90% |
14.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'537 CHF | 250'540 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'154 CHF | 248'154 CHF | 99.75% | 99.75% |
12.11.2024 | 0.80% | 98.66 % | 99.46 % | 240'000 | 250'000 | 247'049 | 250'000 | 244'779 CHF | 249'699 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'433 CHF | 252'443 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'496 CHF | 251'498 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'407 CHF | 252'413 CHF | 100.00% | 100.00% |