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 | 0.85% | 93.77 % | 94.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'447 CHF | 237'447 CHF | 99.93% | 99.93% |
19.11.2024 | 0.85% | 93.44 % | 94.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'430 CHF | 236'430 CHF | 99.96% | 99.96% |
18.11.2024 | 0.86% | 93.13 % | 93.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'393 CHF | 234'393 CHF | 99.95% | 99.95% |
15.11.2024 | 0.85% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'293 CHF | 235'293 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.72 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'360 CHF | 233'360 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.02 % | 93.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'613 CHF | 235'613 CHF | 99.98% | 99.98% |
12.11.2024 | 0.85% | 93.35 % | 94.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'756 CHF | 236'756 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 94.89 % | 95.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'383 CHF | 241'383 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 95.87 % | 96.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'351 CHF | 243'351 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'636 CHF | 243'636 CHF | 99.69% | 99.69% |