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 | 0.53% | 94.02 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'274 CHF | 237'524 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.70 % | 95.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'223 CHF | 237'473 CHF | 89.37% | 89.37% |
18.11.2024 | 0.52% | 95.18 % | 95.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'812 CHF | 239'062 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 95.50 % | 96.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'622 CHF | 240'872 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.38 % | 96.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'389 CHF | 241'639 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 95.88 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'194 CHF | 241'444 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 96.53 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'329 CHF | 243'579 CHF | 98.74% | 98.74% |
11.11.2024 | 0.51% | 97.85 % | 98.35 % | 250'000 | 250'000 | 250'000 | 249'961 | 244'863 CHF | 246'074 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.78 % | 98.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'587 CHF | 245'837 CHF | 99.83% | 99.83% |
07.11.2024 | 0.51% | 98.31 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'942 CHF | 247'192 CHF | 100.00% | 100.00% |