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% | 93.10 % | 93.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'619 CHF | 233'619 CHF | 99.99% | 99.99% |
19.11.2024 | 0.87% | 91.79 % | 92.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'977 CHF | 229'977 CHF | 99.63% | 99.63% |
18.11.2024 | 0.87% | 91.32 % | 92.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'829 CHF | 231'829 CHF | 99.97% | 99.97% |
15.11.2024 | 0.86% | 92.04 % | 92.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'450 CHF | 234'450 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.69 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'277 CHF | 239'277 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'290 CHF | 239'290 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'163 CHF | 239'163 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'988 CHF | 240'988 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.98 % | 95.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'468 CHF | 238'468 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 93.97 % | 94.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'242 CHF | 237'242 CHF | 100.00% | 100.00% |