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 | 0.85% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'249 CHF | 236'249 CHF | 99.91% | 99.91% |
19.11.2024 | 0.86% | 93.28 % | 94.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'254 CHF | 234'254 CHF | 99.96% | 99.96% |
18.11.2024 | 0.86% | 93.26 % | 94.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'512 CHF | 234'512 CHF | 99.99% | 99.99% |
15.11.2024 | 0.85% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'315 CHF | 235'315 CHF | 99.99% | 99.99% |
14.11.2024 | 0.85% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'075 CHF | 236'075 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.84 % | 93.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'223 CHF | 233'223 CHF | 99.99% | 99.99% |
12.11.2024 | 0.86% | 92.60 % | 93.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'779 CHF | 234'779 CHF | 99.99% | 99.99% |
11.11.2024 | 0.85% | 93.96 % | 94.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'577 CHF | 237'577 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.15 % | 94.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'787 CHF | 237'787 CHF | 99.98% | 99.98% |
07.11.2024 | 0.84% | 95.00 % | 95.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'340 CHF | 240'340 CHF | 99.99% | 99.99% |