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% | 95.91 % | 96.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'360 CHF | 243'360 CHF | 99.86% | 99.86% |
19.11.2024 | 0.83% | 95.78 % | 96.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'834 CHF | 241'834 CHF | 99.92% | 99.92% |
18.11.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'024 CHF | 245'024 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.89 % | 97.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'869 CHF | 245'869 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'103 CHF | 246'103 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'940 CHF | 243'940 CHF | 99.96% | 99.96% |
12.11.2024 | 0.82% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'050 CHF | 246'050 CHF | 99.95% | 99.95% |
11.11.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'381 CHF | 249'381 CHF | 99.99% | 99.99% |
08.11.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'279 CHF | 248'279 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'713 CHF | 250'713 CHF | 99.99% | 99.99% |