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% | 95.37 % | 96.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'982 CHF | 240'982 CHF | 99.85% | 99.85% |
19.11.2024 | 0.84% | 95.41 % | 96.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'124 CHF | 240'124 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.27 % | 96.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'996 CHF | 239'996 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 95.09 % | 95.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'229 CHF | 240'229 CHF | 99.98% | 99.98% |
14.11.2024 | 0.83% | 95.78 % | 96.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'729 CHF | 240'729 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.27 % | 96.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'656 CHF | 239'656 CHF | 99.89% | 99.89% |
12.11.2024 | 0.84% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'417 CHF | 240'417 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.83 % | 96.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'879 CHF | 241'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.74 % | 96.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'678 CHF | 241'678 CHF | 99.93% | 99.93% |
07.11.2024 | 0.83% | 96.20 % | 97.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'002 CHF | 243'002 CHF | 100.00% | 100.00% |