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 | 0.89% | 89.61 % | 90.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'686 CHF | 226'686 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 89.49 % | 90.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'435 CHF | 226'435 CHF | 99.78% | 99.78% |
18.11.2024 | 0.88% | 90.71 % | 91.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'539 CHF | 228'539 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.32 % | 91.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'724 CHF | 228'724 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 91.19 % | 91.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'488 CHF | 229'488 CHF | 99.98% | 99.98% |
13.11.2024 | 0.88% | 90.83 % | 91.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'919 CHF | 228'919 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 90.49 % | 91.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'232 CHF | 229'232 CHF | 99.99% | 99.99% |
11.11.2024 | 0.87% | 91.54 % | 92.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'972 CHF | 230'972 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.00 % | 91.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'130 CHF | 230'130 CHF | 99.80% | 99.80% |
07.11.2024 | 0.87% | 91.62 % | 92.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'384 CHF | 231'384 CHF | 99.98% | 99.98% |