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% | 94.77 % | 95.47 % | 250'000 | 250'000 | 250'000 | 249'979 | 238'681 CHF | 240'410 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 95.16 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'506 CHF | 239'256 CHF | 89.38% | 89.38% |
18.11.2024 | 0.73% | 95.94 % | 96.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'667 CHF | 241'417 CHF | 99.68% | 99.68% |
15.11.2024 | 0.72% | 96.61 % | 97.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'514 CHF | 245'264 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.27 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'401 CHF | 247'151 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 97.61 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'964 CHF | 245'714 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 97.92 % | 98.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'011 CHF | 247'761 CHF | 98.75% | 98.75% |
11.11.2024 | 0.70% | 98.79 % | 99.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'459 CHF | 249'209 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 98.78 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'811 CHF | 248'561 CHF | 99.84% | 99.84% |
07.11.2024 | 0.70% | 99.10 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'912 CHF | 249'662 CHF | 100.00% | 100.00% |