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% | 92.09 % | 92.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'394 CHF | 233'394 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 92.90 % | 93.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'206 CHF | 233'206 CHF | 99.61% | 99.61% |
18.11.2024 | 0.85% | 93.91 % | 94.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'830 CHF | 236'830 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.72 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'619 CHF | 236'619 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.40 % | 94.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'596 CHF | 234'596 CHF | 99.99% | 99.99% |
13.11.2024 | 0.85% | 93.48 % | 94.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'198 CHF | 236'198 CHF | 99.93% | 99.93% |
12.11.2024 | 0.84% | 94.27 % | 95.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'443 CHF | 239'443 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'879 CHF | 244'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'647 CHF | 243'647 CHF | 99.97% | 99.97% |
07.11.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'744 CHF | 245'744 CHF | 99.92% | 99.92% |