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 | 0.93% | 85.45 % | 86.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'761 CHF | 216'761 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 85.93 % | 86.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'259 CHF | 216'259 CHF | 99.77% | 99.77% |
18.11.2024 | 0.92% | 86.27 % | 87.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'135 CHF | 218'135 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 85.95 % | 86.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'111 CHF | 217'111 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 85.51 % | 86.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'639 CHF | 214'639 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 84.20 % | 85.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'482 CHF | 213'482 CHF | 99.86% | 99.86% |
12.11.2024 | 0.92% | 85.33 % | 86.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'311 CHF | 217'311 CHF | 99.98% | 99.98% |
11.11.2024 | 0.93% | 86.43 % | 87.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'056 CHF | 217'056 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 85.14 % | 85.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'293 CHF | 215'293 CHF | 99.81% | 99.81% |
07.11.2024 | 0.92% | 87.05 % | 87.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'518 CHF | 219'518 CHF | 99.92% | 99.92% |