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 | 0.91% | 86.26 % | 87.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'391 CHF | 220'391 CHF | 99.95% | 99.95% |
19.11.2024 | 0.91% | 87.78 % | 88.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'831 CHF | 220'831 CHF | 99.86% | 99.86% |
18.11.2024 | 0.91% | 88.57 % | 89.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'605 CHF | 221'605 CHF | 99.99% | 99.99% |
15.11.2024 | 0.88% | 89.44 % | 90.24 % | 250'000 | 228'000 | 250'000 | 228'049 | 227'199 CHF | 209'075 CHF | 99.94% | 99.94% |
14.11.2024 | 0.86% | 92.41 % | 93.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'370 CHF | 233'370 CHF | 99.95% | 99.95% |
13.11.2024 | 0.87% | 91.37 % | 92.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'084 CHF | 231'084 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.68 % | 93.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'761 CHF | 235'761 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.04 % | 94.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'794 CHF | 237'794 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 93.35 % | 94.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'855 CHF | 234'855 CHF | 99.86% | 99.86% |
07.11.2024 | 0.85% | 93.31 % | 94.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'137 CHF | 235'137 CHF | 100.00% | 100.00% |