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 | 0.85% | 93.54 % | 94.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'084 CHF | 236'084 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 93.26 % | 94.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'421 CHF | 235'421 CHF | 99.99% | 99.99% |
18.11.2024 | 0.85% | 93.86 % | 94.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'388 CHF | 236'388 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.44 % | 94.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'595 CHF | 236'595 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.15 % | 94.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'860 CHF | 236'860 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.91 % | 94.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'434 CHF | 236'434 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.79 % | 94.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'347 CHF | 237'347 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'285 CHF | 238'285 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.91 % | 94.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'779 CHF | 236'779 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 94.05 % | 94.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'165 CHF | 237'165 CHF | 100.00% | 100.00% |