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 | 0.75% | 93.67 % | 94.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'586 CHF | 235'336 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 92.68 % | 93.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'229 CHF | 233'979 CHF | 89.37% | 89.37% |
18.11.2024 | 0.74% | 93.62 % | 94.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'146 CHF | 235'896 CHF | 99.66% | 99.66% |
15.11.2024 | 0.74% | 93.58 % | 94.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'490 CHF | 237'240 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 94.79 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'272 CHF | 238'022 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 95.21 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'565 CHF | 240'315 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 95.64 % | 96.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'990 CHF | 241'740 CHF | 98.74% | 98.74% |
11.11.2024 | 0.72% | 96.28 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'169 CHF | 242'919 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 96.26 % | 96.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'419 CHF | 243'169 CHF | 99.84% | 99.84% |
07.11.2024 | 0.72% | 96.90 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'577 CHF | 244'327 CHF | 100.00% | 100.00% |