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 | 0.88% | 90.24 % | 91.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'549 CHF | 229'549 CHF | 99.83% | 99.83% |
19.11.2024 | 0.88% | 90.26 % | 91.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'525 CHF | 228'525 CHF | 99.59% | 99.59% |
18.11.2024 | 0.86% | 92.95 % | 93.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'100 CHF | 234'100 CHF | 99.99% | 99.99% |
15.11.2024 | 0.86% | 91.96 % | 92.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'583 CHF | 234'583 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.72 % | 95.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'999 CHF | 237'999 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.16 % | 93.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'342 CHF | 235'342 CHF | 99.88% | 99.88% |
12.11.2024 | 0.85% | 93.52 % | 94.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'114 CHF | 237'114 CHF | 99.95% | 99.95% |
11.11.2024 | 0.83% | 95.13 % | 95.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'914 CHF | 240'914 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.75 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'671 CHF | 239'671 CHF | 99.84% | 99.84% |
07.11.2024 | 0.83% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'735 CHF | 240'735 CHF | 99.99% | 99.99% |