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% | 94.44 % | 95.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'777 CHF | 237'777 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 93.59 % | 94.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'495 CHF | 234'495 CHF | 99.78% | 99.78% |
18.11.2024 | 0.85% | 93.08 % | 93.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'387 CHF | 236'387 CHF | 99.99% | 99.99% |
15.11.2024 | 0.84% | 93.99 % | 94.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'544 CHF | 239'544 CHF | 99.99% | 99.99% |
14.11.2024 | 0.82% | 96.66 % | 97.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'242 CHF | 244'242 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.08 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'794 CHF | 243'794 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 230'000 | 250'000 | 231'517 | 241'515 CHF | 225'513 CHF | 99.96% | 99.96% |
11.11.2024 | 0.82% | 97.58 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'168 CHF | 245'168 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.81 % | 97.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'466 CHF | 243'466 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.03 % | 96.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'278 CHF | 242'278 CHF | 99.98% | 99.98% |