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 | 0.91% | 86.48 % | 87.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'223 CHF | 221'223 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 89.68 % | 90.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'819 CHF | 226'819 CHF | 99.56% | 99.56% |
18.11.2024 | 0.87% | 90.93 % | 91.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'270 CHF | 230'270 CHF | 99.98% | 99.98% |
15.11.2024 | 0.87% | 91.19 % | 91.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'319 CHF | 230'319 CHF | 99.99% | 99.99% |
14.11.2024 | 0.88% | 91.09 % | 91.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'855 CHF | 227'855 CHF | 99.99% | 99.99% |
13.11.2024 | 0.88% | 89.60 % | 90.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'670 CHF | 227'670 CHF | 99.84% | 99.84% |
12.11.2024 | 0.86% | 91.06 % | 91.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'208 CHF | 233'208 CHF | 99.94% | 99.94% |
11.11.2024 | 0.86% | 92.46 % | 93.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'383 CHF | 232'383 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 92.06 % | 92.86 % | 250'000 | 237'000 | 250'000 | 244'493 | 229'958 CHF | 226'853 CHF | 99.85% | 99.85% |
07.11.2024 | 0.83% | 96.15 % | 96.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'168 CHF | 241'168 CHF | 99.98% | 99.98% |