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 | 0.95% | 83.68 % | 84.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'995 CHF | 211'995 CHF | 99.97% | 99.97% |
19.11.2024 | 0.95% | 83.85 % | 84.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'181 CHF | 212'181 CHF | 99.65% | 99.65% |
18.11.2024 | 0.93% | 85.29 % | 86.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'959 CHF | 214'959 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 84.92 % | 85.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'082 CHF | 215'082 CHF | 99.98% | 99.98% |
14.11.2024 | 0.93% | 85.80 % | 86.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'991 CHF | 214'991 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 84.67 % | 85.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'235 CHF | 214'235 CHF | 99.89% | 99.89% |
12.11.2024 | 0.93% | 85.02 % | 85.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'141 CHF | 215'141 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 86.06 % | 86.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'704 CHF | 217'704 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 85.61 % | 86.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'031 CHF | 217'031 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 86.67 % | 87.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'646 CHF | 218'646 CHF | 100.00% | 100.00% |