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% | 91.41 % | 92.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'193 CHF | 238'193 CHF | 99.97% | 99.97% |
19.11.2024 | 0.84% | 94.74 % | 95.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'024 CHF | 238'024 CHF | 99.78% | 99.78% |
18.11.2024 | 0.85% | 94.24 % | 95.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'407 CHF | 235'407 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.72 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'503 CHF | 237'503 CHF | 99.96% | 99.96% |
14.11.2024 | 0.85% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'760 CHF | 236'760 CHF | 99.89% | 99.89% |
13.11.2024 | 0.85% | 93.03 % | 93.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'976 CHF | 236'976 CHF | 99.91% | 99.91% |
12.11.2024 | 0.84% | 94.72 % | 95.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'501 CHF | 239'501 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.12 % | 95.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'115 CHF | 241'115 CHF | 99.99% | 99.99% |
08.11.2024 | 0.83% | 95.53 % | 96.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'453 CHF | 241'453 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.11 % | 96.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'945 CHF | 243'945 CHF | 99.98% | 99.98% |