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 | 0.88% | 89.31 % | 90.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'239 CHF | 227'239 CHF | 99.83% | 99.83% |
19.11.2024 | 0.89% | 89.42 % | 90.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'426 CHF | 226'426 CHF | 99.81% | 99.81% |
18.11.2024 | 0.86% | 92.30 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'257 CHF | 232'257 CHF | 99.95% | 99.95% |
15.11.2024 | 0.86% | 91.49 % | 92.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'621 CHF | 233'621 CHF | 99.90% | 99.90% |
14.11.2024 | 0.85% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'063 CHF | 236'063 CHF | 99.93% | 99.93% |
13.11.2024 | 0.86% | 92.20 % | 93.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'472 CHF | 232'472 CHF | 99.88% | 99.88% |
12.11.2024 | 0.86% | 92.01 % | 92.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'659 CHF | 234'659 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.73 % | 95.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'967 CHF | 239'967 CHF | 99.98% | 99.98% |
08.11.2024 | 0.84% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'000 CHF | 239'000 CHF | 99.99% | 99.99% |
07.11.2024 | 0.83% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'176 CHF | 242'176 CHF | 99.79% | 99.79% |