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% | 94.83 % | 95.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'185 CHF | 238'185 CHF | 99.98% | 99.98% |
19.11.2024 | 0.85% | 93.78 % | 94.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'079 CHF | 235'079 CHF | 99.97% | 99.97% |
18.11.2024 | 0.85% | 93.39 % | 94.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'783 CHF | 236'783 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 93.96 % | 94.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'889 CHF | 238'889 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'619 CHF | 242'619 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'600 CHF | 242'600 CHF | 99.93% | 99.93% |
12.11.2024 | 0.83% | 96.17 % | 96.97 % | 250'000 | 246'000 | 250'000 | 248'370 | 240'535 CHF | 240'954 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'007 CHF | 244'007 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'750 CHF | 241'750 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.42 % | 96.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'859 CHF | 240'859 CHF | 100.00% | 100.00% |