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 | 0.84% | 95.04 % | 95.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'059 CHF | 240'059 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.44 % | 96.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'332 CHF | 239'332 CHF | 99.97% | 99.97% |
18.11.2024 | 0.85% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'256 CHF | 236'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'217 CHF | 234'217 CHF | 99.99% | 99.99% |
14.11.2024 | 0.87% | 91.68 % | 92.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'121 CHF | 231'121 CHF | 99.95% | 99.95% |
13.11.2024 | 0.84% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'857 CHF | 237'857 CHF | 99.92% | 99.92% |
12.11.2024 | 0.84% | 94.18 % | 94.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'968 CHF | 238'968 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.34 % | 96.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'465 CHF | 241'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.80 % | 96.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'528 CHF | 242'528 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.02 % | 97.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'148 CHF | 244'148 CHF | 99.70% | 99.70% |