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 | 0.99% | 79.66 % | 80.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'423 CHF | 203'422 CHF | 99.80% | 99.80% |
19.11.2024 | 0.99% | 79.86 % | 80.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'602 CHF | 203'601 CHF | 97.49% | 97.49% |
18.11.2024 | 0.93% | 85.61 % | 86.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'987 CHF | 214'987 CHF | 97.53% | 97.53% |
15.11.2024 | 0.94% | 83.20 % | 84.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'986 CHF | 213'986 CHF | 99.89% | 99.89% |
14.11.2024 | 0.92% | 87.10 % | 87.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'452 CHF | 217'452 CHF | 99.91% | 99.91% |
13.11.2024 | 0.95% | 83.97 % | 84.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'537 CHF | 212'537 CHF | 99.71% | 99.71% |
12.11.2024 | 0.93% | 84.71 % | 85.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'283 CHF | 216'283 CHF | 99.92% | 99.92% |
11.11.2024 | 0.90% | 88.03 % | 88.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'180 CHF | 224'180 CHF | 99.98% | 99.98% |
08.11.2024 | 0.90% | 87.95 % | 88.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'297 CHF | 223'297 CHF | 99.58% | 99.58% |
07.11.2024 | 0.89% | 89.13 % | 89.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'297 CHF | 226'297 CHF | 99.97% | 99.97% |