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% | 90.29 % | 91.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'563 CHF | 228'563 CHF | 99.94% | 99.94% |
19.11.2024 | 0.88% | 90.22 % | 91.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'426 CHF | 228'426 CHF | 99.93% | 99.93% |
18.11.2024 | 0.87% | 91.58 % | 92.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'852 CHF | 230'852 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 91.57 % | 92.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'626 CHF | 232'626 CHF | 99.98% | 99.98% |
14.11.2024 | 0.87% | 92.64 % | 93.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'067 CHF | 232'067 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 91.28 % | 92.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'028 CHF | 231'028 CHF | 99.69% | 99.69% |
12.11.2024 | 0.86% | 92.08 % | 92.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'065 CHF | 234'065 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.62 % | 94.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'999 CHF | 235'999 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 92.56 % | 93.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'565 CHF | 236'565 CHF | 99.87% | 99.87% |
07.11.2024 | 0.85% | 94.63 % | 95.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'202 CHF | 237'202 CHF | 100.00% | 100.00% |