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 | 0.85% | 93.24 % | 94.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'123 CHF | 236'123 CHF | 99.90% | 99.90% |
19.11.2024 | 0.85% | 93.36 % | 94.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'525 CHF | 235'525 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 93.86 % | 94.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'035 CHF | 237'035 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.32 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'441 CHF | 238'441 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'728 CHF | 240'728 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.76 % | 96.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'812 CHF | 241'812 CHF | 99.99% | 99.99% |
12.11.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'460 CHF | 241'460 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.15 % | 96.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'316 CHF | 242'316 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'378 CHF | 241'378 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.11 % | 96.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'089 CHF | 242'089 CHF | 99.99% | 99.99% |