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% | 96.17 % | 96.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'203 CHF | 243'453 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 96.24 % | 96.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'908 CHF | 241'158 CHF | 89.36% | 89.36% |
18.11.2024 | 0.51% | 96.66 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'335 CHF | 243'585 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 96.33 % | 96.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'928 CHF | 242'178 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.31 % | 96.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'386 CHF | 241'636 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 95.95 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'246 CHF | 240'496 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 95.67 % | 96.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'766 CHF | 240'016 CHF | 98.71% | 98.71% |
11.11.2024 | 0.52% | 95.58 % | 96.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'883 CHF | 239'133 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.72 % | 95.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'517 CHF | 237'767 CHF | 99.83% | 99.83% |
07.11.2024 | 0.52% | 95.57 % | 96.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'256 CHF | 241'506 CHF | 100.00% | 100.00% |