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 | 0.52% | 94.84 % | 95.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'657 CHF | 238'907 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.57 % | 95.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'662 CHF | 235'912 CHF | 89.37% | 89.37% |
18.11.2024 | 0.52% | 96.52 % | 97.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'370 CHF | 240'620 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 97.19 % | 97.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'721 CHF | 244'971 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.78 % | 102.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'450 CHF | 255'700 CHF | 0.34% | 0.34% |
13.11.2024 | 0.49% | 101.69 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'084 CHF | 256'334 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.22 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'423 CHF | 257'673 CHF | 98.73% | 98.73% |
11.11.2024 | 0.48% | 103.10 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'718 CHF | 258'968 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.07 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'845 CHF | 259'095 CHF | 99.82% | 99.82% |
07.11.2024 | 0.48% | 103.97 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'107 CHF | 261'357 CHF | 100.00% | 100.00% |