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% | 92.23 % | 93.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'240 CHF | 234'240 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 92.91 % | 93.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'597 CHF | 233'597 CHF | 99.66% | 99.66% |
18.11.2024 | 0.86% | 93.36 % | 94.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'526 CHF | 234'526 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.70 % | 94.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'728 CHF | 236'728 CHF | 99.99% | 99.99% |
14.11.2024 | 0.85% | 93.89 % | 94.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'434 CHF | 235'434 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.64 % | 93.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'842 CHF | 233'842 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.25 % | 94.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'011 CHF | 236'011 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.53 % | 95.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'978 CHF | 239'978 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 94.28 % | 95.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'676 CHF | 234'676 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'898 CHF | 237'898 CHF | 100.00% | 100.00% |