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 | 0.89% | 89.09 % | 89.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'517 CHF | 226'517 CHF | 99.74% | 99.74% |
19.11.2024 | 0.89% | 89.17 % | 89.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'340 CHF | 226'340 CHF | 97.66% | 97.66% |
18.11.2024 | 0.86% | 92.95 % | 93.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'688 CHF | 233'688 CHF | 99.94% | 99.94% |
15.11.2024 | 0.86% | 91.43 % | 92.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'498 CHF | 233'498 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.42 % | 95.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'763 CHF | 236'763 CHF | 99.92% | 99.92% |
13.11.2024 | 0.86% | 92.29 % | 93.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'159 CHF | 233'159 CHF | 99.84% | 99.84% |
12.11.2024 | 0.85% | 92.77 % | 93.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'668 CHF | 235'668 CHF | 99.97% | 99.97% |
11.11.2024 | 0.83% | 94.90 % | 95.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'561 CHF | 240'561 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.75 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'768 CHF | 239'768 CHF | 99.91% | 99.91% |
07.11.2024 | 0.83% | 95.37 % | 96.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'306 CHF | 241'306 CHF | 99.97% | 99.97% |