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% | 92.60 % | 93.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'872 CHF | 234'872 CHF | 98.58% | 98.58% |
19.11.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'482 CHF | 233'482 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'603 CHF | 233'603 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'848 CHF | 234'848 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.80 % | 94.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'215 CHF | 235'215 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.20 % | 93.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'653 CHF | 232'653 CHF | 99.86% | 99.86% |
12.11.2024 | 0.86% | 92.70 % | 93.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'787 CHF | 234'787 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.30 % | 95.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'112 CHF | 238'112 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 94.00 % | 94.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'463 CHF | 237'463 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'525 CHF | 239'525 CHF | 99.23% | 99.23% |