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 | 0.95% | 83.45 % | 84.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'295 CHF | 211'295 CHF | 99.80% | 99.80% |
19.11.2024 | 0.94% | 84.94 % | 85.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'603 CHF | 214'603 CHF | 99.38% | 99.38% |
18.11.2024 | 0.89% | 88.72 % | 89.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'351 CHF | 225'351 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 89.17 % | 89.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'004 CHF | 223'004 CHF | 98.72% | 98.72% |
14.11.2024 | 0.94% | 86.58 % | 87.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'779 CHF | 213'779 CHF | 99.95% | 99.95% |
13.11.2024 | 0.98% | 81.96 % | 82.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'313 CHF | 204'313 CHF | 99.64% | 99.64% |
12.11.2024 | 1.00% | 79.01 % | 79.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'254 CHF | 201'251 CHF | 20.76% | 20.76% |
11.11.2024 | 0.93% | 85.27 % | 86.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'194 CHF | 215'194 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 83.91 % | 84.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'867 CHF | 218'867 CHF | 99.85% | 99.85% |
07.11.2024 | 0.85% | 93.90 % | 94.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'877 CHF | 235'877 CHF | 100.00% | 100.00% |