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 | 0.84% | 94.36 % | 95.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'013 CHF | 238'013 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 93.87 % | 94.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'910 CHF | 236'910 CHF | 99.97% | 99.97% |
18.11.2024 | 0.85% | 93.88 % | 94.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'207 CHF | 236'207 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 93.27 % | 94.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'890 CHF | 234'890 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.48 % | 93.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'970 CHF | 232'970 CHF | 99.98% | 99.98% |
13.11.2024 | 0.86% | 92.67 % | 93.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'202 CHF | 234'202 CHF | 99.97% | 99.97% |
12.11.2024 | 0.86% | 92.50 % | 93.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'446 CHF | 234'446 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'311 CHF | 237'311 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.68 % | 95.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'155 CHF | 240'155 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.12 % | 97.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'219 CHF | 244'219 CHF | 100.00% | 100.00% |