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% | 95.91 % | 96.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'476 CHF | 242'476 CHF | 99.91% | 99.91% |
19.11.2024 | 0.83% | 96.31 % | 97.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'164 CHF | 241'164 CHF | 99.79% | 99.79% |
18.11.2024 | 0.84% | 95.33 % | 96.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'123 CHF | 238'123 CHF | 99.99% | 99.99% |
15.11.2024 | 0.85% | 93.66 % | 94.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'949 CHF | 235'949 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.12 % | 92.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'435 CHF | 232'435 CHF | 99.94% | 99.94% |
13.11.2024 | 0.86% | 92.74 % | 93.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'632 CHF | 234'632 CHF | 99.74% | 99.74% |
12.11.2024 | 0.85% | 92.90 % | 93.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'971 CHF | 235'971 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.44 % | 95.24 % | 250'000 | 225'000 | 250'000 | 225'059 | 236'571 CHF | 214'771 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.74 % | 95.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'867 CHF | 239'867 CHF | 99.86% | 99.86% |
07.11.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'972 CHF | 241'972 CHF | 99.68% | 99.68% |