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 | 0.93% | 85.20 % | 86.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'887 CHF | 215'887 CHF | 99.92% | 99.92% |
19.11.2024 | 0.93% | 85.29 % | 86.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'943 CHF | 215'943 CHF | 99.64% | 99.64% |
18.11.2024 | 0.92% | 87.11 % | 87.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'373 CHF | 219'373 CHF | 99.99% | 99.99% |
15.11.2024 | 0.92% | 86.60 % | 87.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'462 CHF | 219'462 CHF | 99.99% | 99.99% |
14.11.2024 | 0.92% | 87.81 % | 88.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'515 CHF | 219'515 CHF | 99.96% | 99.96% |
13.11.2024 | 0.92% | 86.25 % | 87.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'239 CHF | 218'239 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 86.70 % | 87.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'454 CHF | 219'454 CHF | 99.96% | 99.96% |
11.11.2024 | 0.90% | 87.94 % | 88.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'661 CHF | 222'661 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.65 % | 88.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'237 CHF | 222'237 CHF | 99.88% | 99.88% |
07.11.2024 | 0.90% | 88.89 % | 89.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'378 CHF | 224'378 CHF | 99.95% | 99.95% |