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 | 0.85% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'107 CHF | 236'107 CHF | 99.95% | 99.95% |
19.11.2024 | 0.86% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'185 CHF | 233'185 CHF | 99.49% | 99.49% |
18.11.2024 | 0.86% | 92.92 % | 93.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'552 CHF | 234'552 CHF | 98.71% | 98.71% |
15.11.2024 | 0.86% | 92.13 % | 92.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'810 CHF | 232'810 CHF | 99.99% | 99.99% |
14.11.2024 | 0.90% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'050 CHF | 224'050 CHF | 99.96% | 99.96% |
13.11.2024 | 0.92% | 85.41 % | 86.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'444 CHF | 218'444 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 89.22 % | 90.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'558 CHF | 231'558 CHF | 99.98% | 99.98% |
11.11.2024 | 0.88% | 91.42 % | 92.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'155 CHF | 228'155 CHF | 99.99% | 99.99% |
08.11.2024 | 0.89% | 88.89 % | 89.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'046 CHF | 225'046 CHF | 98.45% | 98.45% |
07.11.2024 | 0.85% | 93.49 % | 94.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'046 CHF | 236'046 CHF | 97.78% | 97.78% |