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% | 83.32 % | 84.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'030 CHF | 211'030 CHF | 99.96% | 99.96% |
19.11.2024 | 0.95% | 83.38 % | 84.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'049 CHF | 211'049 CHF | 99.68% | 99.68% |
18.11.2024 | 0.94% | 85.02 % | 85.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'426 CHF | 214'426 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 84.55 % | 85.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'601 CHF | 214'601 CHF | 99.96% | 99.96% |
14.11.2024 | 0.93% | 85.97 % | 86.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'936 CHF | 215'936 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 85.00 % | 85.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'777 CHF | 214'777 CHF | 99.71% | 99.71% |
12.11.2024 | 0.93% | 85.13 % | 85.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'626 CHF | 215'626 CHF | 99.94% | 99.94% |
11.11.2024 | 0.92% | 86.39 % | 87.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'569 CHF | 218'569 CHF | 99.92% | 99.92% |
08.11.2024 | 0.92% | 86.14 % | 86.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'924 CHF | 217'924 CHF | 99.81% | 99.81% |
07.11.2024 | 0.92% | 86.75 % | 87.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'346 CHF | 219'346 CHF | 99.91% | 99.91% |