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% | 85.08 % | 85.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'555 CHF | 216'555 CHF | 99.84% | 99.84% |
19.11.2024 | 0.93% | 85.27 % | 86.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'905 CHF | 216'905 CHF | 99.39% | 99.39% |
18.11.2024 | 0.89% | 89.88 % | 90.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'920 CHF | 225'920 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 88.03 % | 88.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'140 CHF | 225'140 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 91.00 % | 91.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'725 CHF | 227'725 CHF | 99.94% | 99.94% |
13.11.2024 | 0.90% | 88.60 % | 89.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'738 CHF | 223'738 CHF | 99.82% | 99.82% |
12.11.2024 | 0.89% | 89.02 % | 89.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'406 CHF | 226'406 CHF | 99.85% | 99.85% |
11.11.2024 | 0.86% | 91.80 % | 92.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'022 CHF | 233'022 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 91.74 % | 92.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'400 CHF | 232'400 CHF | 99.80% | 99.80% |
07.11.2024 | 0.86% | 92.49 % | 93.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'674 CHF | 234'674 CHF | 99.90% | 99.90% |