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 | 0.83% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'032 CHF | 242'032 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.37 % | 97.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'307 CHF | 244'307 CHF | 99.92% | 99.92% |
18.11.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'137 CHF | 245'137 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.18 % | 97.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'451 CHF | 245'451 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'889 CHF | 244'889 CHF | 99.90% | 99.90% |
13.11.2024 | 0.82% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'251 CHF | 244'251 CHF | 99.99% | 99.99% |
12.11.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'821 CHF | 242'821 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.95 % | 97.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'139 CHF | 245'139 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'982 CHF | 244'982 CHF | 99.93% | 99.93% |
07.11.2024 | 0.82% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'377 CHF | 245'377 CHF | 100.00% | 100.00% |