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% | 94.49 % | 95.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'572 CHF | 237'572 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'551 CHF | 237'551 CHF | 99.96% | 99.96% |
18.11.2024 | 0.84% | 94.54 % | 95.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'868 CHF | 237'868 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.01 % | 95.81 % | 250'000 | 230'000 | 250'000 | 247'939 | 238'776 CHF | 238'800 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.14 % | 96.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'770 CHF | 242'770 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'112 CHF | 244'112 CHF | 99.99% | 99.99% |
12.11.2024 | 0.82% | 97.18 % | 97.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'029 CHF | 246'029 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'602 CHF | 246'602 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'173 CHF | 246'173 CHF | 99.93% | 99.93% |
07.11.2024 | 0.82% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'373 CHF | 246'373 CHF | 99.98% | 99.98% |