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 | 0.54% | 92.48 % | 92.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'283 CHF | 233'533 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 92.69 % | 93.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'285 CHF | 232'535 CHF | 89.40% | 89.40% |
18.11.2024 | 0.54% | 92.81 % | 93.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'760 CHF | 234'010 CHF | 99.66% | 99.66% |
15.11.2024 | 0.53% | 93.23 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'543 CHF | 235'793 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 94.38 % | 94.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'918 CHF | 237'168 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 94.49 % | 94.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'809 CHF | 237'059 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 94.40 % | 94.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'534 CHF | 237'784 CHF | 98.71% | 98.71% |
11.11.2024 | 0.52% | 95.06 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'729 CHF | 238'979 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.56 % | 95.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'672 CHF | 237'922 CHF | 99.84% | 99.84% |
07.11.2024 | 0.52% | 95.17 % | 95.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'129 CHF | 239'379 CHF | 100.00% | 100.00% |