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 | 0.86% | 92.21 % | 93.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'014 CHF | 234'014 CHF | 99.94% | 99.94% |
19.11.2024 | 0.86% | 92.30 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'792 CHF | 233'792 CHF | 97.98% | 97.98% |
18.11.2024 | 0.84% | 95.15 % | 95.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'495 CHF | 239'495 CHF | 99.98% | 99.98% |
15.11.2024 | 0.84% | 93.98 % | 94.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'181 CHF | 239'181 CHF | 99.94% | 99.94% |
14.11.2024 | 0.83% | 96.15 % | 96.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'175 CHF | 241'175 CHF | 99.98% | 99.98% |
13.11.2024 | 0.84% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'916 CHF | 238'916 CHF | 99.63% | 99.63% |
12.11.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'347 CHF | 240'347 CHF | 99.94% | 99.94% |
11.11.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'706 CHF | 244'706 CHF | 99.98% | 99.98% |
08.11.2024 | 0.82% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'779 CHF | 243'779 CHF | 99.82% | 99.82% |
07.11.2024 | 0.82% | 96.94 % | 97.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'162 CHF | 245'162 CHF | 99.98% | 99.98% |