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 | 0.58% | 86.21 % | 86.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'465 CHF | 217'715 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 87.17 % | 87.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'164 CHF | 218'414 CHF | 89.36% | 89.36% |
18.11.2024 | 0.57% | 87.18 % | 87.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'355 CHF | 218'605 CHF | 99.67% | 99.67% |
15.11.2024 | 0.58% | 86.53 % | 87.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'422 CHF | 217'672 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 87.57 % | 88.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'331 CHF | 217'581 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 85.23 % | 85.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'006 CHF | 213'256 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 84.63 % | 85.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'132 CHF | 214'382 CHF | 98.72% | 98.72% |
11.11.2024 | 0.58% | 85.86 % | 86.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'889 CHF | 217'139 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 86.32 % | 86.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'780 CHF | 218'030 CHF | 99.83% | 99.83% |
07.11.2024 | 0.57% | 87.12 % | 87.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'039 CHF | 220'289 CHF | 100.00% | 100.00% |