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 | 0.98% | 80.59 % | 81.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'157 CHF | 204'157 CHF | 99.94% | 99.94% |
19.11.2024 | 0.99% | 80.44 % | 81.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'598 CHF | 201'591 CHF | 99.98% | 99.98% |
18.11.2024 | 0.97% | 82.73 % | 83.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'651 CHF | 206'651 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 83.63 % | 84.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'533 CHF | 212'533 CHF | 99.99% | 99.99% |
14.11.2024 | 0.95% | 84.95 % | 85.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'979 CHF | 211'979 CHF | 99.10% | 99.10% |
13.11.2024 | 0.87% | 91.25 % | 92.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'332 CHF | 231'332 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 92.10 % | 92.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'897 CHF | 233'897 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.95 % | 94.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'389 CHF | 237'389 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 94.04 % | 94.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'734 CHF | 236'734 CHF | 99.88% | 99.88% |
07.11.2024 | 0.82% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'192 CHF | 244'192 CHF | 100.00% | 100.00% |