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% | 94.64 % | 95.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'671 CHF | 239'671 CHF | 99.95% | 99.95% |
19.11.2024 | 0.84% | 94.63 % | 95.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'958 CHF | 237'958 CHF | 99.99% | 99.99% |
18.11.2024 | 0.84% | 94.71 % | 95.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'231 CHF | 238'231 CHF | 99.96% | 99.96% |
15.11.2024 | 0.84% | 94.15 % | 94.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'692 CHF | 238'692 CHF | 99.98% | 99.98% |
14.11.2024 | 0.84% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'736 CHF | 239'736 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'344 CHF | 237'344 CHF | 99.85% | 99.85% |
12.11.2024 | 0.84% | 94.29 % | 95.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'647 CHF | 238'647 CHF | 99.93% | 99.93% |
11.11.2024 | 0.83% | 95.34 % | 96.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'976 CHF | 240'976 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'003 CHF | 241'003 CHF | 99.99% | 99.99% |
07.11.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'959 CHF | 242'959 CHF | 100.00% | 100.00% |