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 | 0.92% | 86.52 % | 87.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'544 CHF | 219'544 CHF | 99.96% | 99.96% |
19.11.2024 | 0.91% | 87.45 % | 88.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'043 CHF | 220'043 CHF | 99.93% | 99.93% |
18.11.2024 | 0.92% | 87.37 % | 88.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'452 CHF | 219'452 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 86.50 % | 87.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'629 CHF | 218'629 CHF | 99.98% | 99.98% |
14.11.2024 | 0.92% | 87.50 % | 88.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'240 CHF | 218'240 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 84.81 % | 85.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'940 CHF | 212'940 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 84.50 % | 85.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'576 CHF | 215'576 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 86.39 % | 87.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'753 CHF | 219'753 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 86.90 % | 87.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'010 CHF | 220'010 CHF | 99.98% | 99.98% |
07.11.2024 | 0.91% | 87.41 % | 88.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'667 CHF | 221'667 CHF | 100.00% | 100.00% |