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% | 90.84 % | 91.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'029 CHF | 230'029 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 90.13 % | 90.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'728 CHF | 227'728 CHF | 99.82% | 99.82% |
18.11.2024 | 0.87% | 91.33 % | 92.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'623 CHF | 230'623 CHF | 99.99% | 99.99% |
15.11.2024 | 0.87% | 91.73 % | 92.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'284 CHF | 231'284 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 91.41 % | 92.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'033 CHF | 229'033 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 89.78 % | 90.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'695 CHF | 226'695 CHF | 99.63% | 99.63% |
12.11.2024 | 0.88% | 89.28 % | 90.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'587 CHF | 227'587 CHF | 99.95% | 99.95% |
11.11.2024 | 0.86% | 92.44 % | 93.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'693 CHF | 232'693 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.23 % | 93.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'818 CHF | 233'818 CHF | 99.92% | 99.92% |
07.11.2024 | 0.84% | 94.96 % | 95.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'850 CHF | 238'850 CHF | 100.00% | 100.00% |