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 | 0.94% | 84.75 % | 85.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'225 CHF | 213'225 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 84.00 % | 84.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'188 CHF | 211'188 CHF | 99.94% | 99.94% |
18.11.2024 | 0.95% | 84.31 % | 85.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'225 CHF | 212'225 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 84.82 % | 85.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'683 CHF | 216'683 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 86.07 % | 86.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'710 CHF | 216'710 CHF | 99.98% | 99.98% |
13.11.2024 | 0.91% | 87.13 % | 87.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'040 CHF | 221'040 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 88.59 % | 89.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'217 CHF | 224'217 CHF | 99.99% | 99.99% |
11.11.2024 | 0.88% | 89.89 % | 90.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'203 CHF | 228'203 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 90.26 % | 91.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'997 CHF | 229'997 CHF | 99.88% | 99.88% |
07.11.2024 | 0.85% | 92.74 % | 93.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'047 CHF | 237'047 CHF | 99.14% | 99.14% |