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 | 0.83% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'476 CHF | 242'476 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'205 CHF | 242'205 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 96.60 % | 97.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'472 CHF | 243'472 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'191 CHF | 243'191 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.40 % | 97.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'644 CHF | 242'644 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'715 CHF | 241'715 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.30 % | 96.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'016 CHF | 241'016 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'393 CHF | 243'393 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'129 CHF | 242'129 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 448'903 | 448'903 | 437'245 CHF | 440'836 CHF | 99.76% | 99.76% |