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% | 96.15 % | 96.95 % | 235'000 | 250'000 | 248'529 | 250'000 | 239'090 CHF | 242'506 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.46 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'935 CHF | 242'935 CHF | 99.84% | 99.84% |
18.11.2024 | 0.82% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'364 CHF | 244'364 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.84 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'056 CHF | 244'056 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.59 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'481 CHF | 242'481 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.55 % | 96.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'213 CHF | 240'213 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'728 CHF | 239'728 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'728 CHF | 242'728 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.87 % | 96.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'136 CHF | 243'136 CHF | 99.88% | 99.88% |
07.11.2024 | 0.82% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'211 CHF | 246'211 CHF | 99.93% | 99.93% |