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% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'694 CHF | 242'694 CHF | 99.92% | 99.92% |
19.11.2024 | 0.82% | 96.28 % | 97.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'541 CHF | 243'541 CHF | 99.87% | 99.87% |
18.11.2024 | 0.82% | 97.26 % | 98.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'058 CHF | 245'058 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.18 % | 97.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'509 CHF | 246'509 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'671 CHF | 251'676 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'749 CHF | 252'766 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'566 CHF | 254'591 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'651 CHF | 254'676 CHF | 100.00% | 100.00% |