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% | 94.55 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'322 CHF | 239'072 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 94.74 % | 95.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'692 CHF | 239'442 CHF | 89.38% | 89.38% |
18.11.2024 | 0.73% | 95.72 % | 96.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'717 CHF | 240'467 CHF | 99.68% | 99.68% |
15.11.2024 | 0.72% | 95.31 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'558 CHF | 242'308 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 96.65 % | 97.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'575 CHF | 243'325 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 96.29 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'034 CHF | 242'784 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 96.55 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'222 CHF | 242'972 CHF | 98.75% | 98.75% |
11.11.2024 | 0.72% | 96.96 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'149 CHF | 244'899 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 96.96 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'344 CHF | 244'094 CHF | 99.85% | 99.85% |
07.11.2024 | 0.72% | 96.94 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'560 CHF | 244'310 CHF | 100.00% | 100.00% |