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% | 95.00 % | 95.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'820 CHF | 239'820 CHF | 99.91% | 99.91% |
19.11.2024 | 0.83% | 95.09 % | 95.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'664 CHF | 240'664 CHF | 99.92% | 99.92% |
18.11.2024 | 0.83% | 96.06 % | 96.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'051 CHF | 242'051 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'979 CHF | 241'979 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 220'000 | 250'000 | 228'748 | 242'344 CHF | 223'588 CHF | 99.99% | 99.99% |
13.11.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'791 CHF | 243'791 CHF | 99.99% | 99.99% |
12.11.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'963 CHF | 244'963 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'385 CHF | 246'385 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.50 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'427 CHF | 246'427 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.26 % | 99.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'942 CHF | 247'942 CHF | 99.99% | 99.99% |