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% | 94.61 % | 95.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'206 CHF | 238'956 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 94.85 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'040 CHF | 238'790 CHF | 89.38% | 89.38% |
18.11.2024 | 0.73% | 95.18 % | 95.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'923 CHF | 240'673 CHF | 99.67% | 99.67% |
15.11.2024 | 0.74% | 94.94 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'652 CHF | 238'402 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 94.76 % | 95.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'487 CHF | 239'237 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 94.71 % | 95.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'297 CHF | 238'047 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 94.35 % | 95.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'550 CHF | 237'300 CHF | 98.75% | 98.75% |
11.11.2024 | 0.74% | 94.21 % | 94.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'692 CHF | 236'442 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 93.53 % | 94.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'194 CHF | 234'944 CHF | 99.82% | 99.82% |
07.11.2024 | 0.74% | 93.21 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'111 CHF | 235'861 CHF | 100.00% | 100.00% |