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% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'978 CHF | 237'978 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 92.16 % | 92.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'942 CHF | 231'942 CHF | 99.86% | 99.86% |
18.11.2024 | 0.87% | 91.69 % | 92.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'267 CHF | 231'267 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 91.78 % | 92.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'366 CHF | 235'366 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.73 % | 95.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'592 CHF | 239'592 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'697 CHF | 240'697 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'255 CHF | 243'255 CHF | 99.99% | 99.99% |
11.11.2024 | 0.85% | 93.71 % | 94.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'726 CHF | 236'726 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 91.71 % | 92.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'577 CHF | 233'577 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.07 % | 94.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'918 CHF | 238'918 CHF | 100.00% | 100.00% |