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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.85% | 93.58 % | 94.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'625 CHF | 235'625 CHF | 100.00% | 100.00% |
25.11.2024 | 0.85% | 94.57 % | 95.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'977 CHF | 236'977 CHF | 99.41% | 99.41% |
22.11.2024 | 0.86% | 93.27 % | 94.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'841 CHF | 233'841 CHF | 99.94% | 99.94% |
20.11.2024 | 0.85% | 92.98 % | 93.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'086 CHF | 236'086 CHF | 99.94% | 99.94% |
19.11.2024 | 0.84% | 94.43 % | 95.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'421 CHF | 238'421 CHF | 99.96% | 99.96% |
18.11.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'741 CHF | 240'741 CHF | 99.99% | 99.99% |
15.11.2024 | 0.83% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'011 CHF | 241'011 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.36 % | 96.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'678 CHF | 239'678 CHF | 99.99% | 99.99% |
13.11.2024 | 0.84% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'624 CHF | 238'624 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'409 CHF | 242'409 CHF | 100.00% | 100.00% |