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 | 0.85% | 93.31 % | 94.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'342 CHF | 236'342 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 93.32 % | 94.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'313 CHF | 235'313 CHF | 99.84% | 99.84% |
18.11.2024 | 0.85% | 94.21 % | 95.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'313 CHF | 237'313 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'201 CHF | 238'201 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.28 % | 95.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'835 CHF | 236'835 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 93.27 % | 94.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'640 CHF | 234'640 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.55 % | 93.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'879 CHF | 235'879 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.75 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'317 CHF | 239'317 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.23 % | 95.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'319 CHF | 238'319 CHF | 99.80% | 99.80% |
07.11.2024 | 0.84% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'337 CHF | 240'337 CHF | 99.98% | 99.98% |