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% | 95.80 % | 96.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'000 CHF | 242'000 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'048 CHF | 241'048 CHF | 99.80% | 99.80% |
18.11.2024 | 0.83% | 96.35 % | 97.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'660 CHF | 242'660 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.20 % | 97.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'183 CHF | 243'183 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 96.84 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'260 CHF | 244'260 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.86 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'210 CHF | 244'210 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'797 CHF | 244'797 CHF | 99.95% | 99.95% |
11.11.2024 | 0.82% | 97.55 % | 98.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'043 CHF | 246'043 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.30 % | 98.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'542 CHF | 245'542 CHF | 99.89% | 99.89% |
07.11.2024 | 0.82% | 97.54 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'082 CHF | 246'082 CHF | 100.00% | 100.00% |