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% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'416 CHF | 243'416 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'341 CHF | 242'341 CHF | 99.96% | 99.96% |
18.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'699 CHF | 242'699 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'725 CHF | 242'725 CHF | 99.97% | 99.97% |
14.11.2024 | 0.83% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'065 CHF | 243'065 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'433 CHF | 241'433 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'337 CHF | 242'337 CHF | 99.98% | 99.98% |
11.11.2024 | 0.82% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'043 CHF | 244'043 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.70 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'149 CHF | 244'149 CHF | 99.99% | 99.99% |
07.11.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'673 CHF | 245'673 CHF | 100.00% | 100.00% |