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% | 82.83 % | 83.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'015 CHF | 213'015 CHF | 99.93% | 99.93% |
19.11.2024 | 0.94% | 84.78 % | 85.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'418 CHF | 214'418 CHF | 99.69% | 99.69% |
18.11.2024 | 0.94% | 84.90 % | 85.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'777 CHF | 213'777 CHF | 99.94% | 99.94% |
15.11.2024 | 0.94% | 83.88 % | 84.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'571 CHF | 213'571 CHF | 99.98% | 99.98% |
14.11.2024 | 0.94% | 85.72 % | 86.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'907 CHF | 212'907 CHF | 99.94% | 99.94% |
13.11.2024 | 0.93% | 84.27 % | 85.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'377 CHF | 216'377 CHF | 99.92% | 99.92% |
12.11.2024 | 0.88% | 87.75 % | 88.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'094 CHF | 229'094 CHF | 98.79% | 98.79% |
11.11.2024 | 0.82% | 97.21 % | 98.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'136 CHF | 245'136 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.59 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'536 CHF | 243'536 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'381 CHF | 244'381 CHF | 99.84% | 99.84% |