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 | 0.86% | 92.39 % | 93.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'699 CHF | 233'699 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 92.65 % | 93.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'592 CHF | 234'592 CHF | 99.81% | 99.81% |
18.11.2024 | 0.85% | 93.82 % | 94.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'613 CHF | 236'613 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.89 % | 94.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'574 CHF | 237'574 CHF | 99.97% | 99.97% |
14.11.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'031 CHF | 242'031 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.25 % | 97.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'280 CHF | 241'280 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'238 CHF | 243'238 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'191 CHF | 245'191 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.98 % | 97.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'292 CHF | 245'292 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'780 CHF | 247'780 CHF | 99.99% | 99.99% |