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% | 95.05 % | 95.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'604 CHF | 239'604 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.11 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'827 CHF | 239'827 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'834 CHF | 239'834 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 95.11 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'972 CHF | 239'972 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'516 CHF | 239'516 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.96 % | 95.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'140 CHF | 239'140 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.86 % | 95.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'373 CHF | 239'373 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 95.11 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'727 CHF | 239'727 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.89 % | 95.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'310 CHF | 239'310 CHF | 99.99% | 99.99% |
07.11.2024 | 0.84% | 95.21 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'955 CHF | 239'955 CHF | 100.00% | 100.00% |