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% | 95.20 % | 96.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'902 CHF | 240'902 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.75 % | 96.55 % | 250'000 | 246'000 | 250'000 | 248'838 | 238'812 CHF | 239'693 CHF | 99.90% | 99.90% |
18.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'798 CHF | 242'798 CHF | 99.99% | 99.99% |
15.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'026 CHF | 243'026 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'203 CHF | 241'203 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.57 % | 96.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'602 CHF | 240'602 CHF | 99.74% | 99.74% |
12.11.2024 | 0.83% | 95.61 % | 96.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'725 CHF | 242'725 CHF | 99.98% | 99.98% |
11.11.2024 | 0.81% | 97.80 % | 98.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'899 CHF | 246'899 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'722 CHF | 246'722 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'423 CHF | 248'423 CHF | 99.98% | 99.98% |