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 | 0.52% | 95.49 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'609 CHF | 240'859 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.62 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'333 CHF | 239'583 CHF | 89.37% | 89.37% |
18.11.2024 | 0.52% | 95.84 % | 96.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'936 CHF | 241'186 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 95.49 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'261 CHF | 239'511 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 95.51 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'795 CHF | 240'045 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 95.42 % | 95.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'678 CHF | 238'928 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 94.85 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'082 CHF | 238'332 CHF | 98.75% | 98.75% |
11.11.2024 | 0.53% | 95.10 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'656 CHF | 237'906 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.17 % | 94.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'870 CHF | 236'120 CHF | 99.84% | 99.84% |
07.11.2024 | 0.53% | 93.90 % | 94.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'011 CHF | 237'261 CHF | 100.00% | 100.00% |