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% | 94.35 % | 95.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'260 CHF | 238'260 CHF | 99.91% | 99.91% |
19.11.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'476 CHF | 238'476 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'228 CHF | 240'228 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 95.16 % | 95.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'077 CHF | 240'077 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.02 % | 95.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'728 CHF | 238'728 CHF | 99.93% | 99.93% |
13.11.2024 | 0.85% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'007 CHF | 237'007 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.55 % | 94.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'990 CHF | 236'990 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'113 CHF | 239'113 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.43 % | 95.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'437 CHF | 239'437 CHF | 99.94% | 99.94% |
07.11.2024 | 0.83% | 96.35 % | 97.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'823 CHF | 242'823 CHF | 99.95% | 99.95% |