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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.92% | 87.22 % | 88.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'042 CHF | 219'042 CHF | 99.94% | 99.94% |
25.11.2024 | 0.91% | 86.81 % | 87.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'502 CHF | 220'502 CHF | 99.62% | 99.62% |
22.11.2024 | 0.91% | 87.77 % | 88.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'153 CHF | 220'153 CHF | 99.53% | 99.53% |
20.11.2024 | 0.90% | 88.15 % | 88.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'939 CHF | 223'939 CHF | 99.82% | 99.82% |
19.11.2024 | 0.90% | 88.18 % | 88.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'823 CHF | 223'823 CHF | 99.80% | 99.80% |
18.11.2024 | 0.87% | 91.70 % | 92.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'346 CHF | 230'346 CHF | 99.96% | 99.96% |
15.11.2024 | 0.87% | 89.95 % | 90.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'682 CHF | 229'682 CHF | 99.98% | 99.98% |
14.11.2024 | 0.86% | 92.74 % | 93.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'590 CHF | 232'590 CHF | 99.98% | 99.98% |
13.11.2024 | 0.88% | 90.80 % | 91.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'230 CHF | 229'230 CHF | 99.92% | 99.92% |
12.11.2024 | 0.87% | 91.03 % | 91.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'134 CHF | 231'134 CHF | 99.98% | 99.98% |