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 | 0.86% | 93.17 % | 93.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'922 CHF | 233'922 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 91.93 % | 92.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'496 CHF | 230'496 CHF | 99.82% | 99.82% |
18.11.2024 | 0.86% | 91.58 % | 92.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'672 CHF | 232'672 CHF | 99.98% | 99.98% |
15.11.2024 | 0.85% | 92.39 % | 93.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'412 CHF | 235'412 CHF | 99.98% | 99.98% |
14.11.2024 | 0.84% | 94.98 % | 95.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'111 CHF | 240'111 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'033 CHF | 240'033 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 95.10 % | 95.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'898 CHF | 239'898 CHF | 99.98% | 99.98% |
11.11.2024 | 0.83% | 96.11 % | 96.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'369 CHF | 241'369 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.11 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'032 CHF | 239'032 CHF | 99.99% | 99.99% |
07.11.2024 | 0.84% | 94.49 % | 95.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'252 CHF | 238'252 CHF | 100.00% | 100.00% |