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 | 0.87% | 91.33 % | 92.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'363 CHF | 230'363 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'459 CHF | 230'459 CHF | 99.93% | 99.93% |
18.11.2024 | 0.87% | 91.45 % | 92.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'516 CHF | 230'516 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.42 % | 92.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'806 CHF | 230'806 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 91.51 % | 92.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'468 CHF | 230'468 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 91.29 % | 92.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'216 CHF | 230'216 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 91.34 % | 92.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'596 CHF | 230'596 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 91.65 % | 92.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'013 CHF | 231'013 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.30 % | 92.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'342 CHF | 230'342 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 91.56 % | 92.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'870 CHF | 230'870 CHF | 100.00% | 100.00% |