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% | 94.31 % | 95.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'984 CHF | 239'984 CHF | 99.84% | 99.84% |
19.11.2024 | 0.84% | 95.18 % | 95.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'729 CHF | 239'729 CHF | 99.91% | 99.91% |
18.11.2024 | 0.84% | 95.61 % | 96.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'773 CHF | 239'773 CHF | 99.96% | 99.96% |
15.11.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'503 CHF | 242'503 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'277 CHF | 244'277 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.14 % | 96.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'282 CHF | 242'282 CHF | 99.98% | 99.98% |
12.11.2024 | 0.82% | 96.46 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'455 CHF | 244'455 CHF | 99.95% | 99.95% |
11.11.2024 | 0.81% | 97.54 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'408 CHF | 246'408 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.47 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'537 CHF | 245'537 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'909 CHF | 246'909 CHF | 99.89% | 99.89% |