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% | 87.10 % | 87.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'991 CHF | 219'991 CHF | 99.98% | 99.98% |
19.11.2024 | 0.92% | 86.85 % | 87.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'371 CHF | 218'371 CHF | 99.53% | 99.53% |
18.11.2024 | 0.90% | 88.45 % | 89.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'518 CHF | 223'518 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 88.94 % | 89.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'950 CHF | 224'950 CHF | 99.93% | 99.93% |
14.11.2024 | 0.89% | 89.80 % | 90.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'541 CHF | 224'541 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 89.36 % | 90.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'644 CHF | 227'644 CHF | 99.59% | 99.59% |
12.11.2024 | 0.86% | 92.79 % | 93.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'119 CHF | 234'119 CHF | 97.47% | 97.47% |
11.11.2024 | 0.88% | 90.46 % | 91.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'255 CHF | 227'255 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 87.82 % | 88.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'816 CHF | 221'816 CHF | 99.92% | 99.92% |
07.11.2024 | 0.90% | 88.12 % | 88.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'112 CHF | 223'112 CHF | 100.00% | 100.00% |