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 | 0.97% | 81.90 % | 82.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'447 CHF | 207'447 CHF | 99.95% | 99.95% |
19.11.2024 | 0.97% | 82.08 % | 82.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'730 CHF | 207'730 CHF | 99.90% | 99.90% |
18.11.2024 | 0.96% | 83.45 % | 84.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'247 CHF | 210'247 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 82.99 % | 83.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'272 CHF | 210'272 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 83.81 % | 84.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'993 CHF | 209'993 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 82.56 % | 83.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'888 CHF | 208'888 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 82.97 % | 83.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'761 CHF | 209'761 CHF | 99.98% | 99.98% |
11.11.2024 | 0.95% | 83.84 % | 84.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'193 CHF | 212'193 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 83.49 % | 84.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'825 CHF | 211'825 CHF | 99.91% | 99.91% |
07.11.2024 | 0.94% | 84.50 % | 85.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'385 CHF | 213'385 CHF | 100.00% | 100.00% |