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% | 81.44 % | 82.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'908 CHF | 213'908 CHF | 86.87% | 86.87% |
19.11.2024 | 0.91% | 85.97 % | 86.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'890 CHF | 220'890 CHF | 99.83% | 99.83% |
18.11.2024 | 0.89% | 86.80 % | 87.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'797 CHF | 226'797 CHF | 99.55% | 99.55% |
15.11.2024 | 0.88% | 90.68 % | 91.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'374 CHF | 229'374 CHF | 99.99% | 99.99% |
14.11.2024 | 0.88% | 90.78 % | 91.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'261 CHF | 229'261 CHF | 99.90% | 99.90% |
13.11.2024 | 0.88% | 90.72 % | 91.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'270 CHF | 229'270 CHF | 99.99% | 99.99% |
12.11.2024 | 0.88% | 90.85 % | 91.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'428 CHF | 228'428 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 90.99 % | 91.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'632 CHF | 228'632 CHF | 99.63% | 99.63% |
08.11.2024 | 0.89% | 89.96 % | 90.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'197 CHF | 225'197 CHF | 99.87% | 99.87% |
07.11.2024 | 0.89% | 89.35 % | 90.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'610 CHF | 224'610 CHF | 99.84% | 99.84% |