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 | 237'267 CHF | 239'267 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 94.29 % | 95.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'127 CHF | 238'127 CHF | 99.63% | 99.63% |
18.11.2024 | 0.84% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'298 CHF | 239'298 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'286 CHF | 242'286 CHF | 99.90% | 99.90% |
14.11.2024 | 0.83% | 96.75 % | 97.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'292 CHF | 243'292 CHF | 99.92% | 99.92% |
13.11.2024 | 0.83% | 95.59 % | 96.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'481 CHF | 241'481 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.98 % | 96.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'258 CHF | 243'258 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'292 CHF | 245'292 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.14 % | 97.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'851 CHF | 245'851 CHF | 99.93% | 99.93% |
07.11.2024 | 0.81% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'074 CHF | 247'074 CHF | 100.00% | 100.00% |