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 | 0.85% | 93.03 % | 93.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'925 CHF | 235'925 CHF | 99.82% | 99.82% |
19.11.2024 | 0.85% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'644 CHF | 235'644 CHF | 98.48% | 98.48% |
18.11.2024 | 0.84% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'056 CHF | 240'056 CHF | 99.99% | 99.99% |
15.11.2024 | 0.84% | 94.20 % | 95.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'487 CHF | 239'487 CHF | 99.96% | 99.96% |
14.11.2024 | 0.83% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'724 CHF | 241'724 CHF | 99.99% | 99.99% |
13.11.2024 | 0.84% | 94.99 % | 95.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'607 CHF | 239'607 CHF | 99.81% | 99.81% |
12.11.2024 | 0.83% | 95.10 % | 95.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'762 CHF | 240'762 CHF | 99.98% | 99.98% |
11.11.2024 | 0.82% | 96.31 % | 97.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'643 CHF | 243'643 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.25 % | 97.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'192 CHF | 243'192 CHF | 99.95% | 99.95% |
07.11.2024 | 0.82% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'854 CHF | 243'854 CHF | 99.97% | 99.97% |