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 | 0.99% | 80.17 % | 80.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'123 CHF | 203'123 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 80.38 % | 81.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'469 CHF | 203'469 CHF | 99.77% | 99.77% |
18.11.2024 | 0.97% | 81.73 % | 82.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'190 CHF | 206'190 CHF | 99.97% | 99.97% |
15.11.2024 | 0.97% | 81.51 % | 82.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'500 CHF | 206'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 82.47 % | 83.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'892 CHF | 206'892 CHF | 99.98% | 99.98% |
13.11.2024 | 0.98% | 81.44 % | 82.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'086 CHF | 206'086 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 81.87 % | 82.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'917 CHF | 206'917 CHF | 99.98% | 99.98% |
11.11.2024 | 0.96% | 82.68 % | 83.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'085 CHF | 209'085 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 82.45 % | 83.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'072 CHF | 209'072 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 83.34 % | 84.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'288 CHF | 210'288 CHF | 99.99% | 99.99% |