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% | 91.30 % | 92.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'315 CHF | 231'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 91.92 % | 92.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'299 CHF | 232'299 CHF | 99.69% | 99.69% |
18.11.2024 | 0.85% | 93.60 % | 94.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'616 CHF | 236'616 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.01 % | 94.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'952 CHF | 236'952 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.58 % | 94.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'213 CHF | 234'213 CHF | 99.97% | 99.97% |
13.11.2024 | 0.87% | 92.10 % | 92.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'486 CHF | 231'486 CHF | 99.99% | 99.99% |
12.11.2024 | 0.86% | 91.34 % | 92.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'494 CHF | 232'494 CHF | 99.98% | 99.98% |
11.11.2024 | 0.85% | 93.95 % | 94.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'023 CHF | 237'023 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.03 % | 93.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'273 CHF | 237'273 CHF | 99.78% | 99.78% |
07.11.2024 | 0.82% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'857 CHF | 245'857 CHF | 99.98% | 99.98% |