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% | 96.22 % | 97.02 % | 250'000 | 235'000 | 250'000 | 236'525 | 241'012 CHF | 229'921 CHF | 99.94% | 99.94% |
19.11.2024 | 0.83% | 96.34 % | 97.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'268 CHF | 243'268 CHF | 99.90% | 99.90% |
18.11.2024 | 0.82% | 97.02 % | 97.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'808 CHF | 244'808 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.86 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'526 CHF | 245'526 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'213 CHF | 250'213 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'951 CHF | 249'951 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'442 CHF | 251'442 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'470 CHF | 252'481 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'833 CHF | 251'841 CHF | 99.91% | 99.91% |
07.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'282 CHF | 253'304 CHF | 100.00% | 100.00% |