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% | 95.27 % | 96.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'169 CHF | 241'169 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'588 CHF | 240'588 CHF | 99.88% | 99.88% |
18.11.2024 | 0.84% | 95.40 % | 96.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'739 CHF | 239'739 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.60 % | 95.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'925 CHF | 237'925 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.63 % | 95.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'876 CHF | 236'876 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 94.23 % | 95.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'096 CHF | 237'096 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 93.84 % | 94.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'889 CHF | 237'889 CHF | 99.99% | 99.99% |
11.11.2024 | 0.83% | 95.36 % | 96.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'630 CHF | 240'630 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.36 % | 95.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'092 CHF | 238'092 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.89 % | 95.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'701 CHF | 239'701 CHF | 100.00% | 100.00% |