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% | 93.49 % | 94.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'182 CHF | 236'182 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 93.57 % | 94.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'863 CHF | 235'863 CHF | 99.79% | 99.79% |
18.11.2024 | 0.85% | 93.66 % | 94.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'715 CHF | 235'715 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.40 % | 94.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'709 CHF | 235'709 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.19 % | 94.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'381 CHF | 236'381 CHF | 99.99% | 99.99% |
13.11.2024 | 0.86% | 92.88 % | 93.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'147 CHF | 234'147 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.13 % | 93.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'872 CHF | 235'872 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.95 % | 94.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'386 CHF | 237'386 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.99 % | 94.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'463 CHF | 237'463 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'385 CHF | 238'385 CHF | 100.00% | 100.00% |