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 | 0.93% | 85.25 % | 86.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'502 CHF | 215'502 CHF | 99.91% | 99.91% |
19.11.2024 | 0.93% | 85.65 % | 86.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'337 CHF | 216'337 CHF | 99.95% | 99.95% |
18.11.2024 | 0.92% | 86.56 % | 87.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'809 CHF | 218'809 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 86.53 % | 87.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'144 CHF | 218'144 CHF | 99.99% | 99.99% |
14.11.2024 | 0.93% | 86.27 % | 87.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'476 CHF | 216'476 CHF | 99.99% | 99.99% |
13.11.2024 | 0.93% | 85.46 % | 86.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'953 CHF | 214'953 CHF | 99.97% | 99.97% |
12.11.2024 | 0.94% | 84.53 % | 85.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'385 CHF | 214'385 CHF | 99.99% | 99.99% |
11.11.2024 | 0.92% | 86.19 % | 86.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'491 CHF | 217'491 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 85.64 % | 86.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'645 CHF | 217'645 CHF | 99.94% | 99.94% |
07.11.2024 | 0.90% | 88.08 % | 88.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'009 CHF | 222'009 CHF | 100.00% | 100.00% |