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% | 86.95 % | 87.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'394 CHF | 214'394 CHF | 99.89% | 99.89% |
19.11.2024 | 0.91% | 86.52 % | 87.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'230 CHF | 220'230 CHF | 90.98% | 90.98% |
18.11.2024 | 0.95% | 83.62 % | 84.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'426 CHF | 211'426 CHF | 99.91% | 99.91% |
15.11.2024 | 0.96% | 83.36 % | 84.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'168 CHF | 209'168 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 82.32 % | 83.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'993 CHF | 208'993 CHF | 99.91% | 99.91% |
13.11.2024 | 0.92% | 87.12 % | 87.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'325 CHF | 218'325 CHF | 99.69% | 99.69% |
12.11.2024 | 0.96% | 86.16 % | 86.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'476 CHF | 208'476 CHF | 99.92% | 99.92% |
11.11.2024 | 1.00% | 79.55 % | 80.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'495 CHF | 200'489 CHF | 99.99% | 99.99% |
08.11.2024 | 0.96% | 83.32 % | 84.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'172 CHF | 209'172 CHF | 99.69% | 99.69% |
07.11.2024 | 0.98% | 80.59 % | 81.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'131 CHF | 206'131 CHF | 99.85% | 99.85% |