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% | 93.47 % | 94.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'926 CHF | 234'926 CHF | 99.99% | 99.99% |
19.11.2024 | 0.86% | 92.18 % | 92.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'192 CHF | 233'192 CHF | 99.73% | 99.73% |
18.11.2024 | 0.85% | 93.21 % | 94.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'056 CHF | 237'056 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.52 % | 97.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'506 CHF | 243'506 CHF | 99.99% | 99.99% |
14.11.2024 | 0.85% | 94.32 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'514 CHF | 236'514 CHF | 99.98% | 99.98% |
13.11.2024 | 0.84% | 93.97 % | 94.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'930 CHF | 238'930 CHF | 99.95% | 99.95% |
12.11.2024 | 0.84% | 93.03 % | 93.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'361 CHF | 239'361 CHF | 97.74% | 97.74% |
11.11.2024 | 0.83% | 94.73 % | 95.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'490 CHF | 241'490 CHF | 100.00% | 100.00% |