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% | 92.24 % | 93.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'529 CHF | 233'529 CHF | 99.92% | 99.92% |
19.11.2024 | 0.85% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'983 CHF | 234'983 CHF | 99.79% | 99.79% |
18.11.2024 | 0.84% | 94.51 % | 95.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'191 CHF | 239'191 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.81 % | 95.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'269 CHF | 238'269 CHF | 99.94% | 99.94% |
14.11.2024 | 0.86% | 93.76 % | 94.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'220 CHF | 234'220 CHF | 99.95% | 99.95% |
13.11.2024 | 0.87% | 91.71 % | 92.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'090 CHF | 230'090 CHF | 99.77% | 99.77% |
12.11.2024 | 0.87% | 90.41 % | 91.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'949 CHF | 229'949 CHF | 99.95% | 99.95% |
11.11.2024 | 0.86% | 93.03 % | 93.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'664 CHF | 234'664 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 92.57 % | 93.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'383 CHF | 236'383 CHF | 99.58% | 99.58% |
07.11.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'749 CHF | 243'749 CHF | 99.93% | 99.93% |