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% | 82.30 % | 83.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'554 CHF | 209'554 CHF | 99.88% | 99.88% |
19.11.2024 | 0.96% | 82.34 % | 83.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'638 CHF | 209'638 CHF | 97.54% | 97.54% |
18.11.2024 | 0.92% | 87.30 % | 88.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'299 CHF | 219'299 CHF | 97.45% | 97.45% |
15.11.2024 | 0.92% | 85.12 % | 85.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'271 CHF | 218'271 CHF | 99.97% | 99.97% |
14.11.2024 | 0.91% | 88.61 % | 89.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'760 CHF | 221'760 CHF | 99.93% | 99.93% |
13.11.2024 | 0.92% | 85.95 % | 86.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'514 CHF | 217'514 CHF | 99.75% | 99.75% |
12.11.2024 | 0.91% | 86.67 % | 87.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'728 CHF | 220'728 CHF | 99.96% | 99.96% |
11.11.2024 | 0.88% | 89.31 % | 90.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'074 CHF | 227'074 CHF | 99.99% | 99.99% |
08.11.2024 | 0.89% | 89.20 % | 90.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'209 CHF | 226'209 CHF | 99.84% | 99.84% |
07.11.2024 | 0.88% | 90.05 % | 90.85 % | 200'000 | 250'000 | 200'104 | 250'000 | 181'273 CHF | 228'474 CHF | 99.94% | 99.94% |