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% | 82.94 % | 83.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'065 CHF | 211'065 CHF | 99.99% | 99.99% |
19.11.2024 | 0.95% | 84.15 % | 84.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'689 CHF | 210'689 CHF | 99.85% | 99.85% |
18.11.2024 | 0.93% | 85.59 % | 86.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'211 CHF | 216'211 CHF | 99.95% | 99.95% |
15.11.2024 | 0.92% | 85.90 % | 86.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'326 CHF | 217'326 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 85.20 % | 86.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'362 CHF | 213'362 CHF | 99.97% | 99.97% |
13.11.2024 | 0.93% | 85.00 % | 85.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'410 CHF | 215'410 CHF | 99.84% | 99.84% |
12.11.2024 | 0.92% | 86.29 % | 87.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'937 CHF | 218'937 CHF | 20.81% | 20.81% |
11.11.2024 | 0.87% | 90.74 % | 91.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'612 CHF | 229'612 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 89.84 % | 90.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'142 CHF | 228'142 CHF | 99.91% | 99.91% |
07.11.2024 | 0.86% | 92.25 % | 93.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'258 CHF | 232'258 CHF | 99.99% | 99.99% |