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% | 94.91 % | 95.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'576 CHF | 240'576 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 94.83 % | 95.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'077 CHF | 240'077 CHF | 99.75% | 99.75% |
18.11.2024 | 0.83% | 95.85 % | 96.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'644 CHF | 240'644 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'730 CHF | 241'730 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.14 % | 96.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'202 CHF | 242'202 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.56 % | 95.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'914 CHF | 238'914 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.57 % | 95.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'989 CHF | 239'989 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.81 % | 96.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'961 CHF | 241'961 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.84 % | 96.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'499 CHF | 242'499 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.69 % | 97.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'065 CHF | 244'065 CHF | 99.99% | 99.99% |