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 | 0.77% | 90.79 % | 91.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'103 CHF | 228'853 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 90.49 % | 91.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'557 CHF | 228'307 CHF | 89.40% | 89.40% |
18.11.2024 | 0.76% | 91.62 % | 92.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'704 CHF | 230'454 CHF | 99.65% | 99.65% |
15.11.2024 | 0.75% | 91.64 % | 92.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'697 CHF | 233'447 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 93.10 % | 93.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'396 CHF | 234'146 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 93.08 % | 93.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'117 CHF | 234'867 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 93.83 % | 94.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'099 CHF | 236'849 CHF | 98.72% | 98.72% |
11.11.2024 | 0.73% | 94.59 % | 95.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'351 CHF | 239'101 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 94.89 % | 95.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'891 CHF | 239'641 CHF | 99.84% | 99.84% |
07.11.2024 | 0.73% | 95.59 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'253 CHF | 242'003 CHF | 100.00% | 100.00% |