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 | 0.73% | 95.28 % | 95.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'987 CHF | 239'737 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 94.41 % | 95.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'183 CHF | 236'933 CHF | 89.38% | 89.38% |
18.11.2024 | 0.74% | 94.78 % | 95.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'166 CHF | 238'916 CHF | 99.66% | 99.66% |
15.11.2024 | 0.73% | 94.77 % | 95.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'940 CHF | 240'690 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 97.07 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'362 CHF | 244'112 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 97.16 % | 97.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'202 CHF | 243'952 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 97.35 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'664 CHF | 245'414 CHF | 98.75% | 98.75% |
11.11.2024 | 0.71% | 97.72 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'536 CHF | 246'286 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 97.71 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'212 CHF | 245'962 CHF | 99.83% | 99.83% |
07.11.2024 | 0.71% | 97.60 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'162 CHF | 245'912 CHF | 100.00% | 100.00% |