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 | 0.86% | 92.78 % | 93.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'575 CHF | 234'575 CHF | 99.99% | 99.99% |
19.11.2024 | 0.86% | 92.85 % | 93.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'852 CHF | 234'852 CHF | 99.93% | 99.93% |
18.11.2024 | 0.84% | 94.77 % | 95.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'540 CHF | 238'540 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.01 % | 94.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'367 CHF | 238'367 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'403 CHF | 239'403 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.27 % | 95.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'916 CHF | 237'916 CHF | 99.98% | 99.98% |
12.11.2024 | 0.84% | 94.52 % | 95.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'184 CHF | 239'184 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.80 % | 96.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'233 CHF | 242'233 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.82 % | 96.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'035 CHF | 242'035 CHF | 99.96% | 99.96% |
07.11.2024 | 0.83% | 96.31 % | 97.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'354 CHF | 243'354 CHF | 99.88% | 99.88% |