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 | 0.82% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'722 CHF | 243'722 CHF | 99.99% | 99.99% |
19.11.2024 | 0.82% | 97.40 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'551 CHF | 245'551 CHF | 99.86% | 99.86% |
18.11.2024 | 0.80% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'806 CHF | 249'806 CHF | 99.98% | 99.98% |
15.11.2024 | 0.81% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'339 CHF | 248'339 CHF | 99.94% | 99.94% |
14.11.2024 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'558 CHF | 243'558 CHF | 99.99% | 99.99% |
13.11.2024 | 0.85% | 94.96 % | 95.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'552 CHF | 237'552 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.72 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'297 CHF | 236'297 CHF | 99.73% | 99.73% |
11.11.2024 | 0.82% | 96.55 % | 97.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'522 CHF | 243'522 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 95.92 % | 96.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'345 CHF | 245'345 CHF | 99.86% | 99.86% |
07.11.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'792 CHF | 251'792 CHF | 99.97% | 99.97% |