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 | 238'991 CHF | 240'991 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.74 % | 96.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'825 CHF | 240'825 CHF | 99.94% | 99.94% |
18.11.2024 | 0.84% | 94.90 % | 95.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'058 CHF | 240'058 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.21 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'678 CHF | 241'678 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.41 % | 95.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'394 CHF | 238'394 CHF | 99.99% | 99.99% |
13.11.2024 | 0.84% | 94.05 % | 94.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'488 CHF | 238'488 CHF | 99.86% | 99.86% |
12.11.2024 | 0.84% | 93.90 % | 94.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'530 CHF | 239'530 CHF | 99.98% | 99.98% |
11.11.2024 | 0.83% | 96.13 % | 96.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'333 CHF | 243'333 CHF | 99.99% | 99.99% |
08.11.2024 | 0.83% | 95.89 % | 96.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'025 CHF | 243'025 CHF | 99.99% | 99.99% |
07.11.2024 | 0.83% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'555 CHF | 240'555 CHF | 99.99% | 99.99% |