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 | 0.92% | 86.44 % | 87.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'088 CHF | 218'088 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 86.43 % | 87.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'203 CHF | 218'203 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 86.54 % | 87.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'220 CHF | 218'220 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 86.45 % | 87.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'380 CHF | 218'380 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 86.55 % | 87.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'202 CHF | 218'202 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 86.39 % | 87.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'970 CHF | 217'970 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 86.44 % | 87.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'102 CHF | 218'102 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 86.47 % | 87.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'205 CHF | 218'205 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 86.40 % | 87.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'033 CHF | 218'033 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 86.44 % | 87.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'135 CHF | 218'135 CHF | 100.00% | 100.00% |