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 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'625 CHF | 240'625 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.43 % | 96.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'610 CHF | 240'610 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'637 CHF | 240'637 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'752 CHF | 240'752 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'742 CHF | 240'742 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'675 CHF | 240'675 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.48 % | 96.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'701 CHF | 240'701 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'725 CHF | 240'725 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.48 % | 96.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'700 CHF | 240'700 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.50 % | 96.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'748 CHF | 240'748 CHF | 100.00% | 100.00% |