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 | 0.87% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'933 CHF | 229'933 CHF | 99.98% | 99.98% |
19.11.2024 | 0.87% | 91.82 % | 92.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'550 CHF | 231'550 CHF | 99.61% | 99.61% |
18.11.2024 | 0.85% | 93.34 % | 94.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'173 CHF | 236'173 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.60 % | 94.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'115 CHF | 235'115 CHF | 99.95% | 99.95% |
14.11.2024 | 0.87% | 92.46 % | 93.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'914 CHF | 230'914 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 90.31 % | 91.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'510 CHF | 226'510 CHF | 99.98% | 99.98% |
12.11.2024 | 0.89% | 88.83 % | 89.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'641 CHF | 225'641 CHF | 99.94% | 99.94% |
11.11.2024 | 0.87% | 91.47 % | 92.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'792 CHF | 230'792 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 90.99 % | 91.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'588 CHF | 232'588 CHF | 99.98% | 99.98% |
07.11.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'794 CHF | 240'794 CHF | 99.99% | 99.99% |