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% | 90.83 % | 91.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'503 CHF | 232'503 CHF | 99.95% | 99.95% |
19.11.2024 | 0.87% | 92.16 % | 92.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'892 CHF | 229'892 CHF | 99.97% | 99.97% |
18.11.2024 | 0.88% | 91.13 % | 91.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'913 CHF | 228'913 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.69 % | 91.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'209 CHF | 227'209 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 90.13 % | 90.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'020 CHF | 226'020 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 90.86 % | 91.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'181 CHF | 227'181 CHF | 99.76% | 99.76% |
12.11.2024 | 0.86% | 89.97 % | 90.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'387 CHF | 233'387 CHF | 99.94% | 99.94% |
11.11.2024 | 0.87% | 92.52 % | 93.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'246 CHF | 231'246 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 91.59 % | 92.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'685 CHF | 232'685 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 92.76 % | 93.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'042 CHF | 232'042 CHF | 100.00% | 100.00% |