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% | 84.91 % | 85.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'688 CHF | 214'688 CHF | 99.96% | 99.96% |
19.11.2024 | 0.95% | 84.00 % | 84.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'075 CHF | 211'075 CHF | 99.75% | 99.75% |
18.11.2024 | 0.95% | 84.33 % | 85.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'514 CHF | 211'514 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 83.45 % | 84.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'403 CHF | 213'403 CHF | 99.98% | 99.98% |
14.11.2024 | 0.93% | 85.89 % | 86.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'284 CHF | 216'284 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 85.47 % | 86.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'820 CHF | 216'820 CHF | 99.93% | 99.93% |
12.11.2024 | 0.92% | 86.06 % | 86.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'446 CHF | 218'446 CHF | 99.88% | 99.88% |
11.11.2024 | 0.90% | 87.97 % | 88.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'377 CHF | 222'377 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 87.55 % | 88.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'869 CHF | 221'869 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 88.13 % | 88.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'346 CHF | 224'346 CHF | 99.88% | 99.88% |