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% | 90.01 % | 90.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'432 CHF | 228'432 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 90.07 % | 90.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'966 CHF | 227'966 CHF | 99.71% | 99.71% |
18.11.2024 | 0.86% | 92.44 % | 93.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'868 CHF | 232'868 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 91.65 % | 92.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'211 CHF | 233'211 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.87 % | 94.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'606 CHF | 235'606 CHF | 99.97% | 99.97% |
13.11.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'076 CHF | 234'076 CHF | 99.76% | 99.76% |
12.11.2024 | 0.85% | 92.76 % | 93.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'922 CHF | 234'922 CHF | 99.98% | 99.98% |
11.11.2024 | 0.84% | 94.37 % | 95.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'619 CHF | 238'619 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.79 % | 94.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'235 CHF | 237'235 CHF | 99.98% | 99.98% |
07.11.2024 | 0.84% | 94.30 % | 95.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'412 CHF | 238'412 CHF | 99.99% | 99.99% |