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 | 0.95% | 83.61 % | 84.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'855 CHF | 211'855 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 83.03 % | 83.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'915 CHF | 208'915 CHF | 99.94% | 99.94% |
18.11.2024 | 0.96% | 83.56 % | 84.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'358 CHF | 209'358 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 82.88 % | 83.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'371 CHF | 212'371 CHF | 99.99% | 99.99% |
14.11.2024 | 0.93% | 85.49 % | 86.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'648 CHF | 215'648 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 85.28 % | 86.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'551 CHF | 216'551 CHF | 99.78% | 99.78% |
12.11.2024 | 0.92% | 86.09 % | 86.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'679 CHF | 218'679 CHF | 99.97% | 99.97% |
11.11.2024 | 0.87% | 91.34 % | 92.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'763 CHF | 230'763 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 90.77 % | 91.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'871 CHF | 229'871 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 91.33 % | 92.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'014 CHF | 232'014 CHF | 99.89% | 99.89% |