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% | 81.51 % | 82.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'230 CHF | 206'230 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 82.27 % | 83.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'748 CHF | 207'748 CHF | 99.77% | 99.77% |
18.11.2024 | 0.95% | 83.87 % | 84.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'516 CHF | 212'516 CHF | 99.98% | 99.98% |
15.11.2024 | 0.95% | 84.02 % | 84.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'150 CHF | 211'150 CHF | 99.94% | 99.94% |
14.11.2024 | 0.97% | 82.91 % | 83.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'221 CHF | 207'221 CHF | 99.97% | 99.97% |
13.11.2024 | 0.99% | 81.03 % | 81.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'568 CHF | 203'568 CHF | 99.99% | 99.99% |
12.11.2024 | 0.99% | 79.90 % | 80.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'366 CHF | 203'366 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 82.54 % | 83.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'363 CHF | 208'363 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 81.77 % | 82.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'624 CHF | 209'624 CHF | 99.91% | 99.91% |
07.11.2024 | 0.91% | 87.34 % | 88.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'811 CHF | 219'811 CHF | 100.00% | 100.00% |