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% | 94.48 % | 95.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'491 CHF | 238'491 CHF | 99.91% | 99.91% |
19.11.2024 | 0.84% | 94.40 % | 95.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'363 CHF | 238'363 CHF | 99.88% | 99.88% |
18.11.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'328 CHF | 238'328 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.71 % | 95.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'945 CHF | 238'945 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.62 % | 95.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'100 CHF | 238'100 CHF | 99.99% | 99.99% |
13.11.2024 | 0.84% | 94.53 % | 95.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'426 CHF | 238'426 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'870 CHF | 239'870 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'702 CHF | 245'702 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.56 % | 98.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'947 CHF | 246'947 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'757 CHF | 248'757 CHF | 100.00% | 100.00% |