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 | 0.72% | 96.59 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'994 CHF | 243'744 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 96.58 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'949 CHF | 242'699 CHF | 89.40% | 89.40% |
18.11.2024 | 0.72% | 96.75 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'703 CHF | 243'453 CHF | 99.67% | 99.67% |
15.11.2024 | 0.72% | 96.98 % | 97.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'899 CHF | 244'649 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 97.53 % | 98.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'445 CHF | 245'195 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 97.71 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'371 CHF | 246'121 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 98.23 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'233 CHF | 247'983 CHF | 98.75% | 98.75% |
11.11.2024 | 0.70% | 99.19 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'276 CHF | 250'026 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.21 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'483 CHF | 250'233 CHF | 99.85% | 99.85% |
07.11.2024 | 0.70% | 99.66 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'193 CHF | 251'943 CHF | 100.00% | 100.00% |