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 | 0.88% | 90.14 % | 90.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'470 CHF | 228'470 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 90.19 % | 90.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'536 CHF | 227'536 CHF | 99.76% | 99.76% |
18.11.2024 | 0.88% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'055 CHF | 229'055 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.03 % | 91.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'291 CHF | 230'291 CHF | 99.97% | 99.97% |
14.11.2024 | 0.87% | 91.96 % | 92.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'116 CHF | 232'116 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.12 % | 92.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'402 CHF | 232'402 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 92.45 % | 93.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'705 CHF | 233'705 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'833 CHF | 234'833 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.58 % | 93.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'937 CHF | 233'937 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 92.97 % | 93.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'056 CHF | 235'056 CHF | 100.00% | 100.00% |