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% | 83.45 % | 84.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'257 CHF | 211'257 CHF | 99.89% | 99.89% |
19.11.2024 | 0.95% | 83.55 % | 84.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'588 CHF | 211'588 CHF | 99.78% | 99.78% |
18.11.2024 | 0.93% | 85.60 % | 86.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'567 CHF | 215'567 CHF | 99.98% | 99.98% |
15.11.2024 | 0.93% | 84.77 % | 85.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'321 CHF | 215'321 CHF | 99.90% | 99.90% |
14.11.2024 | 0.93% | 86.07 % | 86.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'077 CHF | 216'077 CHF | 99.98% | 99.98% |
13.11.2024 | 0.94% | 84.78 % | 85.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'149 CHF | 214'149 CHF | 99.71% | 99.71% |
12.11.2024 | 0.93% | 84.98 % | 85.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'395 CHF | 215'395 CHF | 99.98% | 99.98% |
11.11.2024 | 0.92% | 86.34 % | 87.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'738 CHF | 218'738 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 86.35 % | 87.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'461 CHF | 218'461 CHF | 99.84% | 99.84% |
07.11.2024 | 0.91% | 86.95 % | 87.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'064 CHF | 220'064 CHF | 99.98% | 99.98% |