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 | 0.56% | 88.75 % | 89.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'942 CHF | 224'192 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 89.12 % | 89.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'001 CHF | 226'251 CHF | 89.37% | 89.37% |
18.11.2024 | 0.56% | 89.59 % | 90.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'458 CHF | 225'708 CHF | 99.67% | 99.67% |
15.11.2024 | 0.55% | 89.63 % | 90.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'157 CHF | 227'407 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 91.36 % | 91.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'635 CHF | 228'885 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 89.72 % | 90.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'893 CHF | 224'143 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 88.90 % | 89.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'777 CHF | 227'027 CHF | 98.73% | 98.73% |
11.11.2024 | 0.54% | 91.48 % | 91.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'135 CHF | 233'385 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 93.38 % | 93.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'246 CHF | 233'496 CHF | 99.83% | 99.83% |
07.11.2024 | 0.55% | 92.72 % | 93.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'692 CHF | 229'942 CHF | 100.00% | 100.00% |