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 | 0.52% | 95.21 % | 95.71 % | 260'000 | 260'000 | 260'000 | 260'000 | 247'409 CHF | 248'709 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.26 % | 94.76 % | 260'000 | 260'000 | 260'000 | 260'000 | 246'074 CHF | 247'374 CHF | 89.40% | 89.40% |
18.11.2024 | 0.52% | 95.04 % | 95.54 % | 260'000 | 260'000 | 260'000 | 260'000 | 247'917 CHF | 249'217 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 95.08 % | 95.58 % | 260'000 | 260'000 | 260'000 | 260'000 | 248'862 CHF | 250'162 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.68 % | 97.18 % | 260'000 | 260'000 | 260'000 | 260'000 | 250'935 CHF | 252'235 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 96.95 % | 97.45 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'318 CHF | 253'618 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 96.88 % | 97.38 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'557 CHF | 253'857 CHF | 98.73% | 98.73% |
11.11.2024 | 0.51% | 97.00 % | 97.50 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'400 CHF | 253'700 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.00 % | 97.50 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'152 CHF | 253'452 CHF | 99.84% | 99.84% |
07.11.2024 | 0.52% | 96.97 % | 97.47 % | 260'000 | 260'000 | 260'000 | 260'000 | 251'763 CHF | 253'063 CHF | 100.00% | 100.00% |