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% | 96.22 % | 97.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'016 CHF | 242'016 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'711 CHF | 241'711 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'580 CHF | 240'580 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.42 % | 96.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'067 CHF | 242'067 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.77 % | 95.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'183 CHF | 239'183 CHF | 99.99% | 99.99% |
13.11.2024 | 0.84% | 94.43 % | 95.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'248 CHF | 239'248 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'255 CHF | 240'255 CHF | 99.98% | 99.98% |
11.11.2024 | 0.82% | 96.16 % | 96.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'431 CHF | 243'431 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'302 CHF | 243'302 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.64 % | 97.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'367 CHF | 241'367 CHF | 100.00% | 100.00% |