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% | 91.63 % | 92.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'399 CHF | 232'399 CHF | 99.92% | 99.92% |
19.11.2024 | 0.86% | 91.81 % | 92.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'253 CHF | 232'253 CHF | 99.81% | 99.81% |
18.11.2024 | 0.85% | 94.05 % | 94.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'601 CHF | 236'601 CHF | 99.92% | 99.92% |
15.11.2024 | 0.85% | 93.04 % | 93.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'328 CHF | 236'328 CHF | 99.97% | 99.97% |
14.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'998 CHF | 241'998 CHF | 99.94% | 99.94% |
13.11.2024 | 0.84% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'013 CHF | 240'013 CHF | 99.74% | 99.74% |
12.11.2024 | 0.83% | 95.18 % | 95.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'941 CHF | 240'941 CHF | 99.97% | 99.97% |
11.11.2024 | 0.82% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'976 CHF | 243'976 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'147 CHF | 243'147 CHF | 99.92% | 99.92% |
07.11.2024 | 0.82% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'059 CHF | 244'059 CHF | 99.93% | 99.93% |