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 | 0.74% | 93.54 % | 94.24 % | 260'000 | 260'000 | 260'000 | 260'000 | 244'144 CHF | 245'964 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 93.71 % | 94.41 % | 260'000 | 260'000 | 260'000 | 260'000 | 243'006 CHF | 244'826 CHF | 89.38% | 89.38% |
18.11.2024 | 0.74% | 93.89 % | 94.59 % | 260'000 | 260'000 | 260'000 | 260'000 | 244'969 CHF | 246'789 CHF | 99.67% | 99.67% |
15.11.2024 | 0.74% | 94.07 % | 94.77 % | 260'000 | 260'000 | 260'000 | 260'000 | 246'602 CHF | 248'422 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 95.65 % | 96.35 % | 260'000 | 260'000 | 260'000 | 260'000 | 248'700 CHF | 250'520 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 95.37 % | 96.07 % | 260'000 | 260'000 | 260'000 | 260'000 | 248'563 CHF | 250'383 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 95.70 % | 96.40 % | 260'000 | 260'000 | 260'000 | 260'000 | 249'539 CHF | 251'359 CHF | 98.75% | 98.75% |
11.11.2024 | 0.73% | 96.07 % | 96.77 % | 260'000 | 260'000 | 260'000 | 260'000 | 249'805 CHF | 251'625 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 95.97 % | 96.67 % | 260'000 | 260'000 | 260'000 | 260'000 | 249'644 CHF | 251'464 CHF | 99.84% | 99.84% |
07.11.2024 | 0.73% | 95.85 % | 96.55 % | 260'000 | 260'000 | 260'000 | 260'000 | 248'907 CHF | 250'727 CHF | 100.00% | 100.00% |