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 | 0.85% | 94.19 % | 94.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'488 CHF | 237'488 CHF | 99.95% | 99.95% |
19.11.2024 | 0.84% | 94.17 % | 94.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'823 CHF | 239'823 CHF | 99.97% | 99.97% |
18.11.2024 | 0.83% | 96.33 % | 97.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'631 CHF | 242'631 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.22 % | 97.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'383 CHF | 242'383 CHF | 99.98% | 99.98% |
14.11.2024 | 0.81% | 97.57 % | 98.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'103 CHF | 247'103 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 99.17 % | 99.97 % | 250'000 | 238'000 | 250'000 | 238'372 | 245'503 CHF | 235'989 CHF | 99.93% | 99.93% |
12.11.2024 | 0.80% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'969 CHF | 250'969 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'951 CHF | 251'951 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'139 CHF | 251'139 CHF | 99.91% | 99.91% |
07.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'366 CHF | 252'380 CHF | 100.00% | 100.00% |