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 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'331 CHF | 242'331 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 96.11 % | 96.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'886 CHF | 241'886 CHF | 99.94% | 99.94% |
18.11.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'104 CHF | 242'104 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 95.84 % | 96.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'514 CHF | 244'514 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.48 % | 98.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'179 CHF | 246'179 CHF | 99.98% | 99.98% |
13.11.2024 | 0.82% | 97.83 % | 98.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'899 CHF | 245'899 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'615 CHF | 244'615 CHF | 99.98% | 99.98% |
11.11.2024 | 0.83% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'301 CHF | 243'301 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'048 CHF | 244'048 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'926 CHF | 243'926 CHF | 100.00% | 100.00% |