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 | 0.88% | 90.37 % | 91.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'916 CHF | 228'916 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 90.70 % | 91.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'715 CHF | 229'715 CHF | 99.99% | 99.99% |
18.11.2024 | 0.87% | 91.81 % | 92.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'707 CHF | 231'707 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.15 % | 92.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'736 CHF | 232'736 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.82 % | 94.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'647 CHF | 236'647 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.94 % | 94.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'547 CHF | 235'547 CHF | 99.94% | 99.94% |
12.11.2024 | 0.84% | 93.67 % | 94.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'739 CHF | 237'739 CHF | 99.92% | 99.92% |
11.11.2024 | 0.84% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'208 CHF | 240'208 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.92 % | 95.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'370 CHF | 240'370 CHF | 99.98% | 99.98% |
07.11.2024 | 0.82% | 96.37 % | 97.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'511 CHF | 243'511 CHF | 100.00% | 100.00% |