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 | 0.89% | 88.90 % | 89.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'335 CHF | 226'335 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 89.85 % | 90.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'268 CHF | 227'268 CHF | 99.98% | 99.98% |
18.11.2024 | 0.88% | 90.18 % | 90.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'208 CHF | 227'208 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.50 % | 90.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'877 CHF | 226'877 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 90.69 % | 91.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'955 CHF | 226'955 CHF | 99.95% | 99.95% |
13.11.2024 | 0.88% | 89.98 % | 90.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'994 CHF | 228'994 CHF | 99.81% | 99.81% |
12.11.2024 | 0.85% | 92.18 % | 92.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'581 CHF | 236'581 CHF | 97.71% | 97.71% |
11.11.2024 | 0.82% | 97.48 % | 98.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'842 CHF | 245'842 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'297 CHF | 245'297 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.55 % | 98.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'006 CHF | 246'006 CHF | 99.93% | 99.93% |