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% | 83.57 % | 84.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'614 CHF | 211'614 CHF | 99.82% | 99.82% |
19.11.2024 | 0.94% | 85.00 % | 85.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'535 CHF | 214'535 CHF | 98.19% | 98.19% |
18.11.2024 | 0.89% | 88.38 % | 89.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'645 CHF | 224'645 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 88.76 % | 89.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'151 CHF | 222'151 CHF | 99.98% | 99.98% |
14.11.2024 | 0.94% | 86.29 % | 87.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'441 CHF | 213'441 CHF | 99.95% | 99.95% |
13.11.2024 | 0.98% | 82.17 % | 82.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'931 CHF | 204'931 CHF | 99.62% | 99.62% |
12.11.2024 | 1.00% | 79.21 % | 80.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'494 CHF | 201'494 CHF | 20.76% | 20.76% |
11.11.2024 | 0.93% | 85.17 % | 85.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'948 CHF | 214'948 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 83.89 % | 84.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'532 CHF | 218'532 CHF | 99.76% | 99.76% |
07.11.2024 | 0.86% | 93.26 % | 94.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'441 CHF | 234'441 CHF | 99.95% | 99.95% |