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% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'139 CHF | 239'139 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 94.52 % | 95.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'677 CHF | 239'677 CHF | 99.95% | 99.95% |
18.11.2024 | 0.82% | 97.12 % | 97.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'406 CHF | 245'406 CHF | 99.99% | 99.99% |
15.11.2024 | 0.81% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'440 CHF | 246'440 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'052 CHF | 250'052 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'790 CHF | 251'796 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'221 CHF | 255'255 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'676 CHF | 254'707 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'696 CHF | 250'698 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'226 CHF | 248'226 CHF | 100.00% | 100.00% |