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% | 93.71 % | 94.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'903 CHF | 237'903 CHF | 99.94% | 99.94% |
19.11.2024 | 0.85% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'309 CHF | 236'309 CHF | 99.93% | 99.93% |
18.11.2024 | 0.85% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'023 CHF | 235'023 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.97 % | 94.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'228 CHF | 236'228 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.83 % | 94.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'908 CHF | 233'908 CHF | 99.99% | 99.99% |
13.11.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'569 CHF | 235'569 CHF | 99.76% | 99.76% |
12.11.2024 | 0.84% | 93.38 % | 94.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'514 CHF | 239'514 CHF | 99.95% | 99.95% |
11.11.2024 | 0.85% | 95.05 % | 95.85 % | 250'000 | 220'000 | 250'000 | 227'367 | 234'873 CHF | 215'418 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'222 CHF | 237'222 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 94.35 % | 95.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'752 CHF | 235'752 CHF | 99.99% | 99.99% |