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 | 0.87% | 90.70 % | 91.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'858 CHF | 229'858 CHF | 97.95% | 97.95% |
19.11.2024 | 0.87% | 91.90 % | 92.70 % | 250'000 | 250'000 | 249'820 | 250'000 | 229'494 CHF | 231'659 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 92.50 % | 93.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'285 CHF | 232'285 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 92.20 % | 93.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'103 CHF | 232'103 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 92.00 % | 92.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'475 CHF | 230'475 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 90.00 % | 90.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'685 CHF | 226'685 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 90.70 % | 91.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'047 CHF | 230'047 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.10 % | 92.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'731 CHF | 232'731 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 91.30 % | 92.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'937 CHF | 227'937 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 91.40 % | 92.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'474 CHF | 229'474 CHF | 99.23% | 99.23% |