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 | 0.83% | 95.31 % | 96.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'405 CHF | 241'405 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.26 % | 96.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'096 CHF | 240'096 CHF | 99.80% | 99.80% |
18.11.2024 | 0.83% | 95.71 % | 96.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'974 CHF | 240'974 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'970 CHF | 241'970 CHF | 99.99% | 99.99% |
14.11.2024 | 0.83% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'877 CHF | 242'877 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'138 CHF | 242'138 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'624 CHF | 243'624 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'297 CHF | 244'297 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.46 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'101 CHF | 243'101 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.48 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'736 CHF | 242'736 CHF | 99.92% | 99.92% |