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 | 0.54% | 92.10 % | 92.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'401 CHF | 232'651 CHF | 81.86% | 81.86% |
19.11.2024 | 0.54% | 92.26 % | 92.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'745 CHF | 232'995 CHF | 87.73% | 87.73% |
18.11.2024 | 0.53% | 92.77 % | 93.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'273 CHF | 234'523 CHF | 29.19% | 29.19% |
15.11.2024 | 0.52% | 95.18 % | 95.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'987 CHF | 243'237 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.03 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'208 CHF | 249'458 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.80 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'237 CHF | 250'487 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.44 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'104 CHF | 254'354 CHF | 98.75% | 98.75% |
11.11.2024 | 0.49% | 101.53 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'224 CHF | 256'474 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.47 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'851 CHF | 255'101 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.49 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'551 CHF | 254'801 CHF | 100.00% | 100.00% |