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 | 0.85% | 93.25 % | 94.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'179 CHF | 235'179 CHF | 99.99% | 99.99% |
19.11.2024 | 0.85% | 93.73 % | 94.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'088 CHF | 236'088 CHF | 99.82% | 99.82% |
18.11.2024 | 0.84% | 94.59 % | 95.39 % | 225'000 | 250'000 | 239'730 | 250'000 | 227'404 CHF | 239'123 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.77 % | 95.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'654 CHF | 238'654 CHF | 99.93% | 99.93% |
14.11.2024 | 0.85% | 94.05 % | 94.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'261 CHF | 235'261 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 92.24 % | 93.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'353 CHF | 231'353 CHF | 99.77% | 99.77% |
12.11.2024 | 0.87% | 90.56 % | 91.36 % | 199'000 | 250'000 | 233'212 | 250'000 | 212'632 CHF | 229'918 CHF | 90.11% | 99.94% |
11.11.2024 | 0.85% | 93.36 % | 94.05 % | 250'000 | 250'000 | 245'091 | 250'000 | 228'414 CHF | 234'986 CHF | 37.95% | 100.00% |
08.11.2024 | 0.85% | 92.93 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'033 CHF | 237'033 CHF | 99.94% | 99.94% |
07.11.2024 | 0.83% | 96.59 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'114 CHF | 243'114 CHF | 100.00% | 100.00% |