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 | 0.88% | 89.91 % | 90.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'452 CHF | 228'452 CHF | 99.98% | 99.98% |
19.11.2024 | 0.88% | 90.87 % | 91.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'756 CHF | 228'756 CHF | 99.90% | 99.90% |
18.11.2024 | 0.88% | 91.08 % | 91.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'819 CHF | 228'819 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.19 % | 91.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'706 CHF | 231'706 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.73 % | 93.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'461 CHF | 233'461 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.03 % | 92.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'320 CHF | 232'320 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 92.52 % | 93.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'277 CHF | 234'277 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.21 % | 94.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'455 CHF | 235'455 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 93.05 % | 93.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'383 CHF | 234'383 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 93.10 % | 93.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'816 CHF | 234'816 CHF | 100.00% | 100.00% |