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 | 0.92% | 85.08 % | 85.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'531 CHF | 217'531 CHF | 99.86% | 99.86% |
19.11.2024 | 0.94% | 85.55 % | 86.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'090 CHF | 214'090 CHF | 98.42% | 98.42% |
18.11.2024 | 0.93% | 85.73 % | 86.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'061 CHF | 217'061 CHF | 98.70% | 98.70% |
15.11.2024 | 0.94% | 84.58 % | 85.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'233 CHF | 214'233 CHF | 98.66% | 98.66% |
14.11.2024 | 0.99% | 83.58 % | 84.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'205 CHF | 202'189 CHF | 99.94% | 99.94% |
13.11.2024 | 1.00% | 76.24 % | 77.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'608 CHF | 196'557 CHF | 93.58% | 93.58% |
12.11.2024 | 0.94% | 81.18 % | 81.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'347 CHF | 213'347 CHF | 99.99% | 99.99% |
11.11.2024 | 0.96% | 84.03 % | 84.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'284 CHF | 209'283 CHF | 95.45% | 95.45% |
08.11.2024 | 0.98% | 81.00 % | 81.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'543 CHF | 205'543 CHF | 99.79% | 99.79% |
07.11.2024 | 0.91% | 87.82 % | 88.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'713 CHF | 221'713 CHF | 96.84% | 96.84% |