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 | 0.86% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'789 CHF | 234'789 CHF | 99.86% | 99.86% |
19.11.2024 | 0.85% | 93.55 % | 94.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'592 CHF | 235'592 CHF | 99.60% | 99.60% |
18.11.2024 | 0.84% | 94.60 % | 95.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'099 CHF | 239'099 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.30 % | 95.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'316 CHF | 237'316 CHF | 99.98% | 99.98% |
14.11.2024 | 0.86% | 93.84 % | 94.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'666 CHF | 234'666 CHF | 99.97% | 99.97% |
13.11.2024 | 0.87% | 92.10 % | 92.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'227 CHF | 231'227 CHF | 99.76% | 99.76% |
12.11.2024 | 0.87% | 90.77 % | 91.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'051 CHF | 231'051 CHF | 99.94% | 99.94% |
11.11.2024 | 0.85% | 93.27 % | 94.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'591 CHF | 235'591 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'682 CHF | 236'682 CHF | 99.97% | 99.97% |
07.11.2024 | 0.83% | 96.41 % | 97.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'562 CHF | 242'562 CHF | 99.99% | 99.99% |