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 | 0.83% | 96.24 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'518 CHF | 241'518 CHF | 99.92% | 99.92% |
19.11.2024 | 0.85% | 94.60 % | 95.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'507 CHF | 237'507 CHF | 99.76% | 99.76% |
18.11.2024 | 0.84% | 95.18 % | 95.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'857 CHF | 238'857 CHF | 99.97% | 99.97% |
15.11.2024 | 0.82% | 95.75 % | 96.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'548 CHF | 244'548 CHF | 99.98% | 99.98% |
14.11.2024 | 0.82% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'558 CHF | 244'558 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'003 CHF | 248'003 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'693 CHF | 249'693 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'687 CHF | 251'689 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'432 CHF | 253'453 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'413 CHF | 254'438 CHF | 99.99% | 99.99% |