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% | 86.33 % | 87.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'283 CHF | 223'283 CHF | 99.94% | 99.94% |
19.11.2024 | 0.89% | 88.99 % | 89.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'803 CHF | 224'803 CHF | 99.28% | 99.28% |
18.11.2024 | 0.90% | 88.87 % | 89.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'744 CHF | 223'744 CHF | 99.98% | 99.98% |
15.11.2024 | 0.91% | 86.99 % | 87.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'774 CHF | 221'774 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 89.12 % | 89.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'527 CHF | 220'527 CHF | 97.84% | 97.84% |
13.11.2024 | 0.89% | 87.28 % | 88.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'682 CHF | 224'682 CHF | 98.55% | 98.55% |
12.11.2024 | 0.84% | 91.03 % | 91.83 % | 250'000 | 245'000 | 250'000 | 248'240 | 236'332 CHF | 236'667 CHF | 97.89% | 97.89% |
11.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'705 CHF | 252'727 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'702 CHF | 251'702 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'441 CHF | 252'450 CHF | 100.00% | 100.00% |