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% | 95.76 % | 96.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'373 CHF | 242'373 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'373 CHF | 241'373 CHF | 99.95% | 99.95% |
18.11.2024 | 0.82% | 96.35 % | 97.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'473 CHF | 243'473 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'112 CHF | 245'112 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.16 % | 97.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'436 CHF | 243'436 CHF | 99.99% | 99.99% |
13.11.2024 | 0.83% | 96.06 % | 96.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'103 CHF | 242'103 CHF | 99.77% | 99.77% |
12.11.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'995 CHF | 242'995 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'077 CHF | 245'077 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.96 % | 97.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'093 CHF | 245'093 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'437 CHF | 247'437 CHF | 100.00% | 100.00% |