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% | 96.25 % | 97.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'203 CHF | 242'203 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.05 % | 96.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'428 CHF | 242'428 CHF | 99.93% | 99.93% |
18.11.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'376 CHF | 244'376 CHF | 99.97% | 99.97% |
15.11.2024 | 0.82% | 97.03 % | 97.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'356 CHF | 245'356 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'605 CHF | 244'605 CHF | 99.97% | 99.97% |
13.11.2024 | 0.83% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'438 CHF | 242'438 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.75 % | 96.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'125 CHF | 243'125 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'824 CHF | 246'824 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'089 CHF | 247'089 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'047 CHF | 250'047 CHF | 100.00% | 100.00% |