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% | 94.48 % | 95.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'267 CHF | 240'267 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.71 % | 96.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'118 CHF | 240'118 CHF | 99.75% | 99.75% |
18.11.2024 | 0.84% | 95.37 % | 96.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'681 CHF | 239'681 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 95.75 % | 96.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'600 CHF | 243'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'184 CHF | 246'184 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.58 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'618 CHF | 246'618 CHF | 99.91% | 99.91% |
12.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'378 CHF | 249'378 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'422 CHF | 249'422 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'512 CHF | 248'512 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'816 CHF | 248'816 CHF | 100.00% | 100.00% |