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% | 92.18 % | 92.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'623 CHF | 233'623 CHF | 99.77% | 99.77% |
19.11.2024 | 0.86% | 92.19 % | 92.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'402 CHF | 233'402 CHF | 99.29% | 99.29% |
18.11.2024 | 0.84% | 94.44 % | 95.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'788 CHF | 237'788 CHF | 99.99% | 99.99% |
15.11.2024 | 0.85% | 93.47 % | 94.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'383 CHF | 237'383 CHF | 99.99% | 99.99% |
14.11.2024 | 0.84% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'932 CHF | 238'932 CHF | 99.95% | 99.95% |
13.11.2024 | 0.85% | 93.88 % | 94.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'976 CHF | 236'976 CHF | 99.76% | 99.76% |
12.11.2024 | 0.84% | 94.07 % | 94.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'294 CHF | 238'294 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'426 CHF | 241'426 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'527 CHF | 240'527 CHF | 99.95% | 99.95% |
07.11.2024 | 0.83% | 95.61 % | 96.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'650 CHF | 241'650 CHF | 99.93% | 99.93% |