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% | 94.65 % | 95.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'409 CHF | 240'409 CHF | 99.97% | 99.97% |
19.11.2024 | 0.84% | 95.36 % | 96.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'034 CHF | 239'034 CHF | 99.88% | 99.88% |
18.11.2024 | 0.85% | 94.01 % | 94.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'049 CHF | 236'049 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.11 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'182 CHF | 236'182 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.85 % | 94.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'567 CHF | 234'567 CHF | 99.99% | 99.99% |
13.11.2024 | 0.88% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'142 CHF | 228'142 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 91.49 % | 92.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'057 CHF | 235'057 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 94.66 % | 95.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'944 CHF | 240'944 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.01 % | 95.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'377 CHF | 240'377 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.36 % | 96.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'010 CHF | 241'010 CHF | 100.00% | 100.00% |