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% | 95.06 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'974 CHF | 239'974 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'024 CHF | 241'024 CHF | 99.97% | 99.97% |
18.11.2024 | 0.82% | 96.78 % | 97.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'710 CHF | 244'710 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.94 % | 97.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'834 CHF | 243'834 CHF | 99.96% | 99.96% |
14.11.2024 | 0.84% | 96.11 % | 96.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'272 CHF | 240'272 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 94.28 % | 95.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'575 CHF | 236'575 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.90 % | 93.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'015 CHF | 236'015 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.74 % | 96.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'275 CHF | 241'275 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.05 % | 95.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'324 CHF | 242'324 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'692 CHF | 248'692 CHF | 100.00% | 100.00% |