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 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'779 CHF | 243'779 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.55 % | 97.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'469 CHF | 243'469 CHF | 99.68% | 99.68% |
18.11.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'909 CHF | 243'909 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.72 % | 97.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'079 CHF | 244'079 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'443 CHF | 244'443 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.41 % | 97.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'946 CHF | 242'946 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.34 % | 97.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'605 CHF | 243'605 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.95 % | 97.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'644 CHF | 244'644 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'379 CHF | 244'379 CHF | 99.93% | 99.93% |
07.11.2024 | 0.82% | 97.18 % | 97.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'124 CHF | 245'124 CHF | 100.00% | 100.00% |