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 | 0.89% | 89.26 % | 90.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'681 CHF | 226'681 CHF | 99.84% | 99.84% |
19.11.2024 | 0.89% | 89.29 % | 90.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'004 CHF | 226'004 CHF | 99.88% | 99.88% |
18.11.2024 | 0.89% | 89.83 % | 90.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'447 CHF | 225'447 CHF | 99.99% | 99.99% |
15.11.2024 | 0.87% | 90.64 % | 91.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'238 CHF | 230'238 CHF | 99.95% | 99.95% |
14.11.2024 | 0.86% | 92.75 % | 93.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'558 CHF | 232'558 CHF | 99.98% | 99.98% |
13.11.2024 | 0.89% | 89.55 % | 90.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'009 CHF | 226'009 CHF | 99.83% | 99.83% |
12.11.2024 | 0.88% | 90.16 % | 90.96 % | 240'000 | 250'000 | 241'036 | 250'000 | 218'392 CHF | 228'517 CHF | 99.98% | 99.98% |
11.11.2024 | 0.88% | 90.55 % | 91.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'575 CHF | 228'575 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 89.46 % | 90.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'172 CHF | 226'172 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 90.08 % | 90.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'429 CHF | 226'429 CHF | 99.90% | 99.90% |