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 | 0.53% | 94.62 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'203 CHF | 238'453 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.39 % | 94.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'196 CHF | 235'446 CHF | 89.37% | 89.37% |
18.11.2024 | 0.52% | 96.36 % | 96.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'948 CHF | 240'198 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 97.04 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'361 CHF | 244'611 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.71 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'275 CHF | 255'525 CHF | 0.34% | 0.34% |
13.11.2024 | 0.49% | 101.62 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'921 CHF | 256'171 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.16 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'291 CHF | 257'541 CHF | 98.73% | 98.73% |
11.11.2024 | 0.48% | 103.06 % | 103.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'619 CHF | 258'869 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.03 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'742 CHF | 258'992 CHF | 99.82% | 99.82% |
07.11.2024 | 0.48% | 103.95 % | 104.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'057 CHF | 261'307 CHF | 100.00% | 100.00% |