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% | 95.15 % | 95.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'706 CHF | 240'706 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.00 % | 95.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'420 CHF | 239'420 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.42 % | 96.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'305 CHF | 240'305 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'246 CHF | 241'246 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'934 CHF | 241'934 CHF | 99.97% | 99.97% |
13.11.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'423 CHF | 241'423 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 96.06 % | 96.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'691 CHF | 242'691 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.62 % | 97.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'422 CHF | 243'422 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'289 CHF | 242'289 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.24 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'249 CHF | 242'249 CHF | 100.00% | 100.00% |