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 | 0.90% | 87.88 % | 88.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'771 CHF | 223'771 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 89.09 % | 89.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'343 CHF | 224'343 CHF | 99.76% | 99.76% |
18.11.2024 | 0.89% | 89.62 % | 90.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'812 CHF | 224'812 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 89.91 % | 90.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'514 CHF | 228'514 CHF | 99.99% | 99.99% |
14.11.2024 | 0.87% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'240 CHF | 230'240 CHF | 99.99% | 99.99% |
13.11.2024 | 0.88% | 90.71 % | 91.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'273 CHF | 229'273 CHF | 99.99% | 99.99% |
12.11.2024 | 0.87% | 91.40 % | 92.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'023 CHF | 232'023 CHF | 99.93% | 99.93% |
11.11.2024 | 0.86% | 92.62 % | 93.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'904 CHF | 233'904 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.31 % | 93.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'513 CHF | 232'513 CHF | 99.93% | 99.93% |
07.11.2024 | 0.86% | 92.24 % | 93.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'613 CHF | 232'613 CHF | 100.00% | 100.00% |