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 | 0.98% | 79.58 % | 80.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'685 CHF | 204'685 CHF | 99.87% | 99.87% |
19.11.2024 | 0.98% | 81.49 % | 82.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'987 CHF | 205'987 CHF | 99.69% | 99.69% |
18.11.2024 | 0.98% | 81.44 % | 82.24 % | 250'000 | 249'000 | 250'000 | 249'766 | 203'823 CHF | 205'630 CHF | 99.98% | 99.98% |
15.11.2024 | 0.97% | 81.20 % | 82.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'028 CHF | 207'028 CHF | 99.97% | 99.97% |
14.11.2024 | 0.97% | 82.96 % | 83.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'484 CHF | 206'484 CHF | 99.94% | 99.94% |
13.11.2024 | 0.96% | 81.73 % | 82.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'564 CHF | 209'564 CHF | 99.99% | 99.99% |
12.11.2024 | 0.91% | 84.81 % | 85.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'861 CHF | 220'861 CHF | 99.70% | 99.70% |
11.11.2024 | 0.84% | 94.69 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'833 CHF | 238'833 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.32 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'088 CHF | 238'088 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.97 % | 95.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'714 CHF | 239'714 CHF | 99.99% | 99.99% |