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% | 85.34 % | 85.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'438 CHF | 214'688 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 84.86 % | 85.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'491 CHF | 212'741 CHF | 89.36% | 89.36% |
18.11.2024 | 0.59% | 84.93 % | 85.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'666 CHF | 212'916 CHF | 99.66% | 99.66% |
15.11.2024 | 0.58% | 84.61 % | 85.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'172 CHF | 214'422 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 85.95 % | 86.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'990 CHF | 216'240 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 86.20 % | 86.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'170 CHF | 217'420 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 86.39 % | 86.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'607 CHF | 217'857 CHF | 98.72% | 98.72% |
11.11.2024 | 0.57% | 87.21 % | 87.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'152 CHF | 219'402 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 86.88 % | 87.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'915 CHF | 219'165 CHF | 99.83% | 99.83% |
07.11.2024 | 0.57% | 87.43 % | 87.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'786 CHF | 221'036 CHF | 100.00% | 100.00% |