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 | 0.92% | 85.33 % | 86.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'679 CHF | 217'679 CHF | 99.96% | 99.96% |
19.11.2024 | 0.93% | 85.77 % | 86.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'255 CHF | 215'255 CHF | 99.94% | 99.94% |
18.11.2024 | 0.93% | 85.61 % | 86.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'496 CHF | 215'496 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 85.70 % | 86.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'848 CHF | 217'848 CHF | 93.24% | 93.24% |
14.11.2024 | 0.92% | 87.94 % | 88.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'131 CHF | 219'131 CHF | 99.98% | 99.98% |
13.11.2024 | 0.94% | 85.08 % | 85.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'262 CHF | 214'262 CHF | 99.95% | 99.95% |
12.11.2024 | 0.92% | 85.61 % | 86.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'282 CHF | 218'282 CHF | 99.95% | 99.95% |
11.11.2024 | 0.89% | 88.91 % | 89.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'101 CHF | 225'101 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.98 % | 88.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'067 CHF | 223'067 CHF | 99.95% | 99.95% |
07.11.2024 | 0.88% | 90.01 % | 90.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'979 CHF | 228'979 CHF | 99.83% | 99.83% |