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 | 0.87% | 90.48 % | 91.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'374 CHF | 230'374 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 92.29 % | 93.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'666 CHF | 232'666 CHF | 99.93% | 99.93% |
18.11.2024 | 0.86% | 92.79 % | 93.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'820 CHF | 234'820 CHF | 99.99% | 99.99% |
15.11.2024 | 0.86% | 92.78 % | 93.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'281 CHF | 234'281 CHF | 99.99% | 99.99% |
14.11.2024 | 0.87% | 92.64 % | 93.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'363 CHF | 231'363 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 90.74 % | 91.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'136 CHF | 230'136 CHF | 99.88% | 99.88% |
12.11.2024 | 0.85% | 92.40 % | 93.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'347 CHF | 236'347 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.62 % | 94.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'112 CHF | 235'112 CHF | 99.94% | 99.94% |
08.11.2024 | 0.86% | 92.75 % | 93.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'106 CHF | 234'106 CHF | 99.78% | 99.78% |
07.11.2024 | 0.84% | 94.97 % | 95.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'690 CHF | 238'690 CHF | 99.99% | 99.99% |