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 | 0.51% | 96.81 % | 97.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'637 CHF | 243'887 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 96.89 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'990 CHF | 243'240 CHF | 89.37% | 89.37% |
18.11.2024 | 0.51% | 97.33 % | 97.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'433 CHF | 243'683 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 96.83 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'743 CHF | 242'993 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.54 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'727 CHF | 241'977 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 95.04 % | 95.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'568 CHF | 238'818 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 94.77 % | 95.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'973 CHF | 240'223 CHF | 98.73% | 98.73% |
11.11.2024 | 0.52% | 95.99 % | 96.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'562 CHF | 241'812 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 95.70 % | 96.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'719 CHF | 240'969 CHF | 99.83% | 99.83% |
07.11.2024 | 0.52% | 96.20 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'244 CHF | 241'494 CHF | 100.00% | 100.00% |