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% | 96.98 % | 97.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'198 CHF | 245'198 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'850 CHF | 246'850 CHF | 99.94% | 99.94% |
18.11.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'244 CHF | 248'244 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'153 CHF | 248'153 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'896 CHF | 246'896 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'618 CHF | 246'618 CHF | 99.69% | 99.69% |
12.11.2024 | 0.83% | 94.93 % | 95.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'928 CHF | 240'928 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'370 CHF | 242'370 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.22 % | 96.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'089 CHF | 240'089 CHF | 99.89% | 99.89% |
07.11.2024 | 0.84% | 95.11 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'412 CHF | 239'412 CHF | 99.97% | 99.97% |