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 | 0.94% | 84.23 % | 85.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'613 CHF | 213'613 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 83.83 % | 84.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'516 CHF | 209'516 CHF | 99.86% | 99.86% |
18.11.2024 | 0.93% | 86.69 % | 87.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'641 CHF | 216'641 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 87.96 % | 88.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'016 CHF | 222'016 CHF | 99.99% | 99.99% |
14.11.2024 | 0.91% | 88.48 % | 89.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'632 CHF | 219'632 CHF | 97.91% | 97.91% |
13.11.2024 | 0.86% | 92.63 % | 93.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'372 CHF | 234'372 CHF | 99.93% | 99.93% |
12.11.2024 | 0.85% | 93.30 % | 94.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'538 CHF | 236'538 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.63 % | 95.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'549 CHF | 239'549 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.83 % | 95.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'519 CHF | 238'519 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.20 % | 97.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'648 CHF | 242'648 CHF | 99.91% | 99.91% |