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 | 0.85% | 93.37 % | 94.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'262 CHF | 236'262 CHF | 99.89% | 99.89% |
19.11.2024 | 0.86% | 93.06 % | 93.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'621 CHF | 233'621 CHF | 99.83% | 99.83% |
18.11.2024 | 0.84% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'607 CHF | 239'607 CHF | 99.99% | 99.99% |
15.11.2024 | 0.82% | 96.61 % | 97.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'740 CHF | 243'740 CHF | 99.99% | 99.99% |
14.11.2024 | 0.83% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'986 CHF | 240'986 CHF | 99.05% | 99.05% |
13.11.2024 | 0.82% | 97.68 % | 98.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'745 CHF | 245'745 CHF | 99.94% | 99.94% |
12.11.2024 | 0.81% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'763 CHF | 247'763 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'004 CHF | 250'004 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'445 CHF | 249'445 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'135 CHF | 251'135 CHF | 100.00% | 100.00% |