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% | 91.56 % | 92.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'422 CHF | 231'422 CHF | 99.95% | 99.95% |
19.11.2024 | 0.87% | 91.44 % | 92.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'079 CHF | 231'079 CHF | 99.80% | 99.80% |
18.11.2024 | 0.86% | 92.32 % | 93.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'517 CHF | 232'517 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.30 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'738 CHF | 233'738 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.08 % | 94.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'642 CHF | 237'642 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.53 % | 95.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'167 CHF | 238'167 CHF | 99.86% | 99.86% |
12.11.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'592 CHF | 239'592 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.78 % | 96.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'805 CHF | 241'805 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'972 CHF | 241'972 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'430 CHF | 243'430 CHF | 100.00% | 100.00% |