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% | 96.25 % | 97.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'328 CHF | 243'328 CHF | 99.85% | 99.85% |
19.11.2024 | 0.83% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'931 CHF | 242'931 CHF | 99.88% | 99.88% |
18.11.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'076 CHF | 245'076 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.84 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'746 CHF | 244'746 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'284 CHF | 245'284 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'301 CHF | 244'301 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.90 % | 97.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'822 CHF | 244'822 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'676 CHF | 246'676 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'548 CHF | 246'548 CHF | 99.88% | 99.88% |
07.11.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'576 CHF | 246'576 CHF | 100.00% | 100.00% |