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 | 0.96% | 82.54 % | 83.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'935 CHF | 208'935 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 82.11 % | 82.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'193 CHF | 206'193 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 82.60 % | 83.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'885 CHF | 207'885 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 82.68 % | 83.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'823 CHF | 207'823 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 81.57 % | 82.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'959 CHF | 203'959 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 79.81 % | 80.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'290 CHF | 201'290 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 80.20 % | 81.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'662 CHF | 202'662 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 81.50 % | 82.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'053 CHF | 208'053 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 81.17 % | 81.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'665 CHF | 200'656 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 82.07 % | 82.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'734 CHF | 205'734 CHF | 99.92% | 99.92% |