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% | 94.64 % | 95.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'512 CHF | 239'512 CHF | 99.90% | 99.90% |
19.11.2024 | 0.84% | 94.66 % | 95.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'700 CHF | 238'700 CHF | 99.89% | 99.89% |
18.11.2024 | 0.84% | 95.33 % | 96.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'959 CHF | 239'959 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.38 % | 96.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'320 CHF | 241'320 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.42 % | 97.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'094 CHF | 242'094 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.83 % | 96.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'413 CHF | 241'413 CHF | 99.94% | 99.94% |
12.11.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'096 CHF | 243'096 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.22 % | 98.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'032 CHF | 245'032 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'790 CHF | 243'790 CHF | 99.91% | 99.91% |
07.11.2024 | 0.82% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'431 CHF | 245'431 CHF | 99.93% | 99.93% |