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% | 92.85 % | 93.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'442 CHF | 234'442 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 93.09 % | 93.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'787 CHF | 234'787 CHF | 99.99% | 99.99% |
18.11.2024 | 0.85% | 93.69 % | 94.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'449 CHF | 235'449 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.37 % | 94.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'175 CHF | 235'175 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'504 CHF | 234'504 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.58 % | 95.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'730 CHF | 237'730 CHF | 99.96% | 99.96% |
12.11.2024 | 0.84% | 93.95 % | 94.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'838 CHF | 238'838 CHF | 99.95% | 99.95% |
11.11.2024 | 0.83% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'757 CHF | 241'757 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.82 % | 96.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'113 CHF | 242'113 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'725 CHF | 243'725 CHF | 100.00% | 100.00% |