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 | 0.84% | 94.21 % | 95.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'150 CHF | 238'150 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 93.86 % | 94.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'781 CHF | 237'781 CHF | 99.88% | 99.88% |
18.11.2024 | 0.85% | 93.73 % | 94.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'366 CHF | 235'366 CHF | 99.99% | 99.99% |
15.11.2024 | 0.86% | 92.72 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'673 CHF | 232'673 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 92.21 % | 93.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'063 CHF | 232'063 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.04 % | 93.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'425 CHF | 235'425 CHF | 99.89% | 99.89% |
12.11.2024 | 0.85% | 93.12 % | 93.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'950 CHF | 236'950 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.04 % | 95.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'022 CHF | 243'022 CHF | 99.91% | 99.91% |
08.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'623 CHF | 245'623 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'368 CHF | 245'368 CHF | 99.99% | 99.99% |