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% | 94.75 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'556 CHF | 239'556 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'564 CHF | 236'564 CHF | 99.91% | 99.91% |
18.11.2024 | 0.83% | 96.38 % | 97.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'879 CHF | 240'879 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.68 % | 97.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'304 CHF | 244'304 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'507 CHF | 243'507 CHF | 95.57% | 95.57% |
13.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'848 CHF | 250'848 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'984 CHF | 251'984 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'001 CHF | 253'026 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'535 CHF | 252'549 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'242 CHF | 254'267 CHF | 100.00% | 100.00% |