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 | 0.74% | 94.56 % | 95.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'816 CHF | 237'566 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 93.60 % | 94.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'498 CHF | 236'248 CHF | 89.37% | 89.37% |
18.11.2024 | 0.74% | 94.44 % | 95.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'240 CHF | 237'990 CHF | 99.66% | 99.66% |
15.11.2024 | 0.73% | 94.40 % | 95.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'426 CHF | 239'176 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 95.55 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'219 CHF | 239'969 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 95.98 % | 96.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'356 CHF | 242'106 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 96.28 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'530 CHF | 243'280 CHF | 98.74% | 98.74% |
11.11.2024 | 0.72% | 96.90 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'670 CHF | 244'420 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 96.86 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'890 CHF | 244'640 CHF | 99.84% | 99.84% |
07.11.2024 | 0.72% | 97.42 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'852 CHF | 245'602 CHF | 100.00% | 100.00% |