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% | 95.22 % | 96.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'096 CHF | 240'096 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 94.82 % | 95.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'242 CHF | 239'242 CHF | 99.75% | 99.75% |
18.11.2024 | 0.84% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'476 CHF | 239'476 CHF | 99.99% | 99.99% |
15.11.2024 | 0.84% | 95.22 % | 96.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'369 CHF | 239'369 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'833 CHF | 237'833 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.34 % | 94.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'425 CHF | 235'425 CHF | 99.99% | 99.99% |
12.11.2024 | 0.85% | 93.31 % | 94.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'996 CHF | 235'996 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.79 % | 94.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'661 CHF | 236'661 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.50 % | 94.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'801 CHF | 236'801 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'657 CHF | 237'657 CHF | 100.00% | 100.00% |