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 | 0.53% | 93.02 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'887 CHF | 235'137 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 92.94 % | 93.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'441 CHF | 233'691 CHF | 89.36% | 89.36% |
18.11.2024 | 0.53% | 94.02 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'304 CHF | 235'554 CHF | 99.67% | 99.67% |
15.11.2024 | 0.53% | 93.68 % | 94.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'880 CHF | 236'130 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 93.67 % | 94.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'384 CHF | 234'634 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 92.44 % | 92.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'169 CHF | 232'419 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 91.95 % | 92.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'532 CHF | 234'782 CHF | 98.72% | 98.72% |
11.11.2024 | 0.53% | 94.67 % | 95.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'378 CHF | 238'628 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.28 % | 94.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'201 CHF | 238'451 CHF | 99.83% | 99.83% |
07.11.2024 | 0.52% | 96.21 % | 96.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'577 CHF | 240'827 CHF | 100.00% | 100.00% |