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 | 0.99% | 80.07 % | 80.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'891 CHF | 203'891 CHF | 99.99% | 99.99% |
19.11.2024 | 0.99% | 81.24 % | 82.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'718 CHF | 203'718 CHF | 99.80% | 99.80% |
18.11.2024 | 0.96% | 82.98 % | 83.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'649 CHF | 209'649 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 83.21 % | 84.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'845 CHF | 210'845 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 82.53 % | 83.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'865 CHF | 206'865 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 82.04 % | 82.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'787 CHF | 207'787 CHF | 99.92% | 99.92% |
12.11.2024 | 0.95% | 83.23 % | 84.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'031 CHF | 211'031 CHF | 20.81% | 20.81% |
11.11.2024 | 0.91% | 87.39 % | 88.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'307 CHF | 221'307 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 86.67 % | 87.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'972 CHF | 219'972 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 89.07 % | 89.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'631 CHF | 224'631 CHF | 99.91% | 99.91% |