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 | 0.92% | 86.48 % | 87.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'560 CHF | 218'560 CHF | 99.99% | 99.99% |
19.11.2024 | 0.93% | 85.83 % | 86.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'101 CHF | 215'101 CHF | 99.93% | 99.93% |
18.11.2024 | 0.93% | 85.28 % | 86.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'287 CHF | 215'287 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 85.58 % | 86.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'500 CHF | 222'500 CHF | 98.66% | 98.66% |
14.11.2024 | 0.87% | 91.61 % | 92.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'745 CHF | 230'745 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 91.45 % | 92.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'570 CHF | 229'570 CHF | 99.95% | 99.95% |
12.11.2024 | 0.87% | 91.89 % | 92.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'626 CHF | 231'626 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 91.41 % | 92.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'951 CHF | 230'951 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 90.73 % | 91.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'065 CHF | 228'065 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 90.42 % | 91.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'637 CHF | 226'637 CHF | 99.99% | 99.99% |