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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.83% | 95.69 % | 96.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'693 CHF | 240'693 CHF | 99.88% | 99.88% |
20.11.2024 | 0.83% | 95.73 % | 96.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'152 CHF | 242'152 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'244 CHF | 242'244 CHF | 99.87% | 99.87% |
18.11.2024 | 0.82% | 97.21 % | 98.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'548 CHF | 244'548 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.27 % | 97.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'036 CHF | 244'036 CHF | 99.99% | 99.99% |
14.11.2024 | 0.82% | 97.40 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'214 CHF | 245'214 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.88 % | 97.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'252 CHF | 244'252 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'635 CHF | 244'635 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.50 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'109 CHF | 246'109 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'641 CHF | 245'641 CHF | 99.93% | 99.93% |