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% | 92.81 % | 93.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'588 CHF | 234'588 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'917 CHF | 234'917 CHF | 99.83% | 99.83% |
18.11.2024 | 0.85% | 93.90 % | 94.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'086 CHF | 236'086 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.35 % | 94.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'477 CHF | 236'477 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.06 % | 94.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'998 CHF | 236'998 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'176 CHF | 236'176 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 93.97 % | 94.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'713 CHF | 237'713 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'344 CHF | 239'344 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.44 % | 95.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'915 CHF | 237'915 CHF | 99.97% | 99.97% |
07.11.2024 | 0.84% | 94.71 % | 95.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'697 CHF | 238'697 CHF | 100.00% | 100.00% |