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% | 92.62 % | 93.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'428 CHF | 235'428 CHF | 99.93% | 99.93% |
19.11.2024 | 0.85% | 93.30 % | 94.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'436 CHF | 235'436 CHF | 99.72% | 99.72% |
18.11.2024 | 0.84% | 94.78 % | 95.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'168 CHF | 239'168 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.75 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'319 CHF | 240'319 CHF | 98.69% | 98.69% |
14.11.2024 | 0.82% | 97.66 % | 98.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'997 CHF | 244'997 CHF | 99.94% | 99.94% |
13.11.2024 | 0.82% | 97.35 % | 98.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'930 CHF | 245'930 CHF | 99.69% | 99.69% |
12.11.2024 | 0.81% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'582 CHF | 246'582 CHF | 99.98% | 99.98% |