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 | 0.91% | 87.67 % | 88.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'335 CHF | 221'335 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 87.81 % | 88.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'558 CHF | 221'558 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 87.98 % | 88.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'942 CHF | 221'942 CHF | 99.99% | 99.99% |
15.11.2024 | 0.90% | 87.98 % | 88.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'126 CHF | 222'126 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 88.20 % | 89.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'135 CHF | 222'135 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 87.91 % | 88.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'913 CHF | 221'913 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 88.05 % | 88.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'101 CHF | 222'101 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 88.21 % | 89.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'614 CHF | 222'614 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 88.13 % | 88.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'463 CHF | 222'463 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 88.33 % | 89.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'791 CHF | 222'791 CHF | 100.00% | 100.00% |