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% | 92.57 % | 93.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'395 CHF | 234'395 CHF | 99.98% | 99.98% |
19.11.2024 | 0.86% | 92.66 % | 93.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'480 CHF | 233'480 CHF | 99.93% | 99.93% |
18.11.2024 | 0.86% | 92.53 % | 93.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'969 CHF | 232'969 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.44 % | 93.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'772 CHF | 233'772 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.00 % | 93.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'884 CHF | 233'884 CHF | 99.99% | 99.99% |
13.11.2024 | 0.86% | 92.49 % | 93.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'287 CHF | 233'287 CHF | 99.78% | 99.78% |
12.11.2024 | 0.85% | 93.12 % | 93.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'702 CHF | 236'702 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.71 % | 95.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'490 CHF | 239'490 CHF | 99.99% | 99.99% |
08.11.2024 | 0.84% | 94.26 % | 95.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'773 CHF | 237'773 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.30 % | 95.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'942 CHF | 237'942 CHF | 100.00% | 100.00% |