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% | 81.31 % | 82.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'131 CHF | 206'131 CHF | 99.97% | 99.97% |
19.11.2024 | 0.98% | 81.23 % | 82.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'094 CHF | 205'094 CHF | 99.72% | 99.72% |
18.11.2024 | 0.98% | 81.71 % | 82.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'081 CHF | 206'081 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 81.63 % | 82.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'912 CHF | 206'912 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 82.37 % | 83.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'269 CHF | 207'269 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 81.87 % | 82.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'699 CHF | 206'699 CHF | 99.93% | 99.93% |
12.11.2024 | 0.96% | 82.36 % | 83.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'225 CHF | 209'225 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 83.21 % | 84.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'132 CHF | 210'132 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 82.53 % | 83.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'700 CHF | 208'700 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 83.04 % | 83.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'654 CHF | 209'654 CHF | 99.98% | 99.98% |