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 | 0.87% | 92.01 % | 92.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'857 CHF | 230'857 CHF | 99.99% | 99.99% |
19.11.2024 | 0.89% | 90.73 % | 91.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'874 CHF | 226'874 CHF | 99.68% | 99.68% |
18.11.2024 | 0.88% | 90.09 % | 90.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'402 CHF | 228'402 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 90.63 % | 91.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'146 CHF | 231'146 CHF | 99.99% | 99.99% |
14.11.2024 | 0.85% | 93.55 % | 94.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'377 CHF | 236'377 CHF | 99.99% | 99.99% |
13.11.2024 | 0.85% | 94.03 % | 94.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'918 CHF | 235'918 CHF | 99.99% | 99.99% |
12.11.2024 | 0.85% | 93.50 % | 94.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'921 CHF | 235'921 CHF | 99.99% | 99.99% |
11.11.2024 | 0.84% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'822 CHF | 237'822 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.50 % | 94.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'945 CHF | 234'945 CHF | 99.92% | 99.92% |
07.11.2024 | 0.86% | 92.63 % | 93.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'972 CHF | 233'972 CHF | 99.99% | 99.99% |