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 | 0.86% | 92.54 % | 93.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'808 CHF | 233'808 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 93.11 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'801 CHF | 234'801 CHF | 99.97% | 99.97% |
18.11.2024 | 0.84% | 94.11 % | 94.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'787 CHF | 237'787 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'972 CHF | 236'972 CHF | 99.98% | 99.98% |
14.11.2024 | 0.86% | 93.45 % | 94.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'230 CHF | 234'230 CHF | 99.97% | 99.97% |
13.11.2024 | 0.87% | 92.19 % | 92.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'619 CHF | 231'619 CHF | 99.83% | 99.83% |
12.11.2024 | 0.87% | 91.20 % | 92.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'171 CHF | 231'171 CHF | 99.98% | 99.98% |
11.11.2024 | 0.86% | 92.96 % | 93.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'598 CHF | 234'598 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 92.57 % | 93.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'520 CHF | 235'520 CHF | 99.99% | 99.99% |
07.11.2024 | 0.83% | 95.80 % | 96.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'222 CHF | 241'222 CHF | 99.98% | 99.98% |