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 | 0.84% | 94.89 % | 95.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'214 CHF | 239'214 CHF | 90.98% | 90.98% |
19.11.2024 | 0.87% | 92.17 % | 92.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'194 CHF | 230'194 CHF | 99.81% | 99.81% |
18.11.2024 | 0.87% | 92.21 % | 93.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'917 CHF | 229'917 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 90.38 % | 91.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'386 CHF | 233'386 CHF | 96.57% | 96.57% |
14.11.2024 | 0.85% | 94.20 % | 95.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'205 CHF | 237'205 CHF | 99.24% | 99.24% |
13.11.2024 | 0.84% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'115 CHF | 238'115 CHF | 99.93% | 99.93% |
12.11.2024 | 0.84% | 94.46 % | 95.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'392 CHF | 239'392 CHF | 95.86% | 95.86% |
11.11.2024 | 0.82% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'460 CHF | 243'460 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.37 % | 96.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'991 CHF | 241'991 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'491 CHF | 244'491 CHF | 99.63% | 99.63% |