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% | 91.53 % | 92.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'944 CHF | 231'944 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 92.27 % | 93.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'005 CHF | 232'005 CHF | 99.72% | 99.72% |
18.11.2024 | 0.86% | 92.82 % | 93.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'660 CHF | 233'660 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.70 % | 93.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'368 CHF | 234'368 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.66 % | 95.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'114 CHF | 238'114 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.41 % | 95.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'506 CHF | 238'506 CHF | 99.97% | 99.97% |
12.11.2024 | 0.84% | 94.98 % | 95.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'410 CHF | 240'410 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'514 CHF | 243'514 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.26 % | 97.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'012 CHF | 243'012 CHF | 99.98% | 99.98% |
07.11.2024 | 0.82% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'142 CHF | 244'142 CHF | 100.00% | 100.00% |