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% | 95.38 % | 96.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'054 CHF | 241'054 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.12 % | 95.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'861 CHF | 240'861 CHF | 99.95% | 99.95% |
18.11.2024 | 0.83% | 95.29 % | 96.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'015 CHF | 241'015 CHF | 99.99% | 99.99% |
15.11.2024 | 0.83% | 95.44 % | 96.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'872 CHF | 240'872 CHF | 99.99% | 99.99% |
14.11.2024 | 0.83% | 95.55 % | 96.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'178 CHF | 241'178 CHF | 99.98% | 99.98% |
13.11.2024 | 0.83% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'949 CHF | 241'949 CHF | 99.66% | 99.66% |
12.11.2024 | 0.83% | 96.47 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'405 CHF | 243'405 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.27 % | 97.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'652 CHF | 240'652 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'772 CHF | 239'772 CHF | 99.97% | 99.97% |
07.11.2024 | 0.83% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'982 CHF | 240'982 CHF | 99.93% | 99.93% |