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% | 83.76 % | 84.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'160 CHF | 212'160 CHF | 99.85% | 99.85% |
19.11.2024 | 0.95% | 83.85 % | 84.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'234 CHF | 212'234 CHF | 99.77% | 99.77% |
18.11.2024 | 0.93% | 85.49 % | 86.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'586 CHF | 215'586 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 85.03 % | 85.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'807 CHF | 215'807 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 86.48 % | 87.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'148 CHF | 217'148 CHF | 99.98% | 99.98% |
13.11.2024 | 0.93% | 85.52 % | 86.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'037 CHF | 216'037 CHF | 99.89% | 99.89% |
12.11.2024 | 0.93% | 85.63 % | 86.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'899 CHF | 216'899 CHF | 99.95% | 99.95% |
11.11.2024 | 0.91% | 86.90 % | 87.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'849 CHF | 219'849 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 86.65 % | 87.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'198 CHF | 219'198 CHF | 99.91% | 99.91% |
07.11.2024 | 0.91% | 87.27 % | 88.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'631 CHF | 220'631 CHF | 99.92% | 99.92% |