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% | 81.05 % | 81.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'573 CHF | 207'573 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 83.14 % | 83.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'920 CHF | 205'920 CHF | 99.79% | 99.79% |
18.11.2024 | 0.95% | 84.19 % | 84.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'647 CHF | 212'647 CHF | 97.08% | 97.08% |
15.11.2024 | 0.93% | 84.74 % | 85.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'113 CHF | 215'113 CHF | 99.99% | 99.99% |
14.11.2024 | 0.96% | 83.72 % | 84.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'706 CHF | 209'706 CHF | 98.60% | 98.60% |
13.11.2024 | 0.94% | 84.12 % | 84.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'712 CHF | 213'712 CHF | 99.97% | 99.97% |
12.11.2024 | 0.92% | 86.31 % | 87.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'462 CHF | 219'462 CHF | 20.81% | 20.81% |
11.11.2024 | 0.85% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'974 CHF | 235'974 CHF | 99.30% | 99.30% |
08.11.2024 | 0.86% | 91.98 % | 92.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'709 CHF | 233'709 CHF | 99.92% | 99.92% |
07.11.2024 | 0.84% | 95.01 % | 95.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'893 CHF | 239'893 CHF | 99.97% | 99.97% |