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 | 0.93% | 84.71 % | 85.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'888 CHF | 215'888 CHF | 99.85% | 99.85% |
19.11.2024 | 0.93% | 84.89 % | 85.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'990 CHF | 215'990 CHF | 98.07% | 98.07% |
18.11.2024 | 0.89% | 89.79 % | 90.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'464 CHF | 225'464 CHF | 97.55% | 97.55% |
15.11.2024 | 0.89% | 87.86 % | 88.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'182 CHF | 225'182 CHF | 99.88% | 99.88% |
14.11.2024 | 0.88% | 91.48 % | 92.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'792 CHF | 228'792 CHF | 99.96% | 99.96% |
13.11.2024 | 0.89% | 88.77 % | 89.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'522 CHF | 224'522 CHF | 99.72% | 99.72% |
12.11.2024 | 0.88% | 89.37 % | 90.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'451 CHF | 227'451 CHF | 99.93% | 99.93% |
11.11.2024 | 0.86% | 92.06 % | 92.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'925 CHF | 233'925 CHF | 99.99% | 99.99% |
08.11.2024 | 0.86% | 92.01 % | 92.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'088 CHF | 233'088 CHF | 99.66% | 99.66% |
07.11.2024 | 0.85% | 92.92 % | 93.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'494 CHF | 235'494 CHF | 99.99% | 99.99% |