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 | 0.85% | 92.78 % | 93.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'956 CHF | 234'956 CHF | 99.92% | 99.92% |
19.11.2024 | 0.85% | 92.91 % | 93.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'087 CHF | 235'087 CHF | 99.66% | 99.66% |
18.11.2024 | 0.84% | 94.86 % | 95.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'909 CHF | 238'909 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 93.97 % | 94.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'493 CHF | 238'493 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.42 % | 96.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'769 CHF | 239'769 CHF | 99.97% | 99.97% |
13.11.2024 | 0.84% | 94.33 % | 95.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'983 CHF | 237'983 CHF | 99.76% | 99.76% |
12.11.2024 | 0.84% | 94.54 % | 95.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'219 CHF | 239'219 CHF | 99.95% | 99.95% |
11.11.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'876 CHF | 241'876 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.61 % | 96.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'571 CHF | 241'571 CHF | 99.80% | 99.80% |
07.11.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'116 CHF | 242'116 CHF | 99.95% | 99.95% |