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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.11.2024 | 0.93% | 85.38 % | 86.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'945 CHF | 215'945 CHF | 100.00% | 100.00% |
28.11.2024 | 0.93% | 85.95 % | 86.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'532 CHF | 215'532 CHF | 100.00% | 100.00% |
27.11.2024 | 0.94% | 84.56 % | 85.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'770 CHF | 213'770 CHF | 100.00% | 100.00% |
26.11.2024 | 0.94% | 84.06 % | 84.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'251 CHF | 214'251 CHF | 99.98% | 99.98% |
25.11.2024 | 0.93% | 84.82 % | 85.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'306 CHF | 215'306 CHF | 99.67% | 99.67% |
22.11.2024 | 0.93% | 85.95 % | 86.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'970 CHF | 216'970 CHF | 99.83% | 99.83% |
20.11.2024 | 0.94% | 84.75 % | 85.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'225 CHF | 213'225 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 84.00 % | 84.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'188 CHF | 211'188 CHF | 99.94% | 99.94% |
18.11.2024 | 0.95% | 84.31 % | 85.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'225 CHF | 212'225 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 84.82 % | 85.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'683 CHF | 216'683 CHF | 100.00% | 100.00% |