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% | 93.76 % | 94.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'634 CHF | 237'634 CHF | 99.97% | 99.97% |
19.11.2024 | 0.85% | 93.96 % | 94.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'551 CHF | 236'551 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 94.77 % | 95.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'240 CHF | 239'240 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'263 CHF | 241'263 CHF | 99.97% | 99.97% |
14.11.2024 | 0.84% | 95.78 % | 96.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'724 CHF | 239'724 CHF | 99.97% | 99.97% |
13.11.2024 | 0.84% | 94.56 % | 95.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'655 CHF | 238'655 CHF | 99.94% | 99.94% |
12.11.2024 | 0.84% | 94.63 % | 95.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'925 CHF | 239'925 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.88 % | 96.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'940 CHF | 242'940 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.97 % | 96.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'835 CHF | 242'835 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'406 CHF | 245'406 CHF | 100.00% | 100.00% |