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% | 94.94 % | 95.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'309 CHF | 239'309 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'867 CHF | 240'867 CHF | 99.96% | 99.96% |
18.11.2024 | 0.82% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'560 CHF | 243'560 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'579 CHF | 243'579 CHF | 99.98% | 99.98% |
14.11.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'518 CHF | 248'518 CHF | 99.97% | 99.97% |
13.11.2024 | 0.81% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'202 CHF | 249'202 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'083 CHF | 251'083 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'473 CHF | 251'473 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'237 CHF | 251'237 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'857 CHF | 251'857 CHF | 100.00% | 100.00% |