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% | 92.13 % | 92.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'793 CHF | 232'043 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 91.78 % | 92.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'997 CHF | 230'247 CHF | 89.36% | 89.36% |
18.11.2024 | 0.55% | 91.44 % | 91.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'888 CHF | 229'138 CHF | 99.66% | 99.66% |
15.11.2024 | 0.55% | 90.57 % | 91.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'577 CHF | 228'827 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 92.49 % | 92.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'683 CHF | 231'933 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 91.78 % | 92.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'187 CHF | 231'437 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 93.32 % | 93.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'763 CHF | 236'013 CHF | 98.73% | 98.73% |
11.11.2024 | 0.53% | 95.06 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'401 CHF | 238'651 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 93.75 % | 94.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'622 CHF | 235'872 CHF | 99.83% | 99.83% |
07.11.2024 | 0.53% | 93.56 % | 94.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'851 CHF | 236'101 CHF | 100.00% | 100.00% |