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% | 96.12 % | 96.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'121 CHF | 243'121 CHF | 99.91% | 99.91% |
19.11.2024 | 0.83% | 96.17 % | 96.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'355 CHF | 242'355 CHF | 99.79% | 99.79% |
18.11.2024 | 0.83% | 96.27 % | 97.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'688 CHF | 242'688 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.13 % | 96.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'800 CHF | 242'800 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'102 CHF | 243'102 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.24 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'346 CHF | 242'346 CHF | 99.99% | 99.99% |
12.11.2024 | 0.83% | 96.21 % | 97.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'147 CHF | 243'147 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'459 CHF | 244'459 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.74 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'356 CHF | 244'356 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'530 CHF | 245'530 CHF | 100.00% | 100.00% |