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 | 0.86% | 92.28 % | 93.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'873 CHF | 233'873 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 92.44 % | 93.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'380 CHF | 233'380 CHF | 99.88% | 99.88% |
18.11.2024 | 0.85% | 93.08 % | 93.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'249 CHF | 235'249 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.63 % | 94.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'770 CHF | 236'770 CHF | 99.98% | 99.98% |
14.11.2024 | 0.84% | 95.25 % | 96.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'568 CHF | 239'568 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.34 % | 96.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'830 CHF | 240'830 CHF | 99.76% | 99.76% |
12.11.2024 | 0.83% | 95.29 % | 96.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'547 CHF | 240'547 CHF | 99.99% | 99.99% |
11.11.2024 | 0.83% | 95.96 % | 96.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'814 CHF | 241'814 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'514 CHF | 240'514 CHF | 99.99% | 99.99% |
07.11.2024 | 0.83% | 95.85 % | 96.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'383 CHF | 241'383 CHF | 100.00% | 100.00% |