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 | 0.88% | 90.53 % | 91.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'944 CHF | 228'944 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 90.96 % | 91.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'296 CHF | 229'296 CHF | 99.97% | 99.97% |
18.11.2024 | 0.87% | 91.29 % | 92.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'604 CHF | 229'604 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.90 % | 91.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'054 CHF | 229'054 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 91.47 % | 92.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'519 CHF | 228'519 CHF | 99.98% | 99.98% |
13.11.2024 | 0.90% | 89.19 % | 89.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'214 CHF | 224'214 CHF | 99.99% | 99.99% |
12.11.2024 | 0.89% | 88.66 % | 89.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'786 CHF | 225'786 CHF | 99.87% | 99.87% |
11.11.2024 | 0.88% | 90.36 % | 91.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'734 CHF | 228'734 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 90.65 % | 91.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'271 CHF | 229'271 CHF | 99.78% | 99.78% |
07.11.2024 | 0.87% | 91.24 % | 92.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'901 CHF | 230'901 CHF | 100.00% | 100.00% |