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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.84% | 93.79 % | 94.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'876 CHF | 238'876 CHF | 99.94% | 99.94% |
25.11.2024 | 0.83% | 95.81 % | 96.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'259 CHF | 241'259 CHF | 99.72% | 99.72% |
22.11.2024 | 0.84% | 95.57 % | 96.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'236 CHF | 240'236 CHF | 99.84% | 99.84% |
20.11.2024 | 0.83% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'102 CHF | 241'102 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'166 CHF | 240'166 CHF | 99.83% | 99.83% |
18.11.2024 | 0.83% | 96.21 % | 97.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'246 CHF | 243'246 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'054 CHF | 245'054 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.17 % | 97.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'498 CHF | 243'498 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.01 % | 96.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'104 CHF | 242'104 CHF | 99.87% | 99.87% |
12.11.2024 | 0.83% | 95.82 % | 96.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'835 CHF | 242'835 CHF | 99.95% | 99.95% |