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% | 86.53 % | 87.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'131 CHF | 222'131 CHF | 99.82% | 99.82% |
19.11.2024 | 0.90% | 88.20 % | 89.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'854 CHF | 222'854 CHF | 99.86% | 99.86% |
18.11.2024 | 0.90% | 88.35 % | 89.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'390 CHF | 222'390 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 87.43 % | 88.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'158 CHF | 222'158 CHF | 99.97% | 99.97% |
14.11.2024 | 0.91% | 89.04 % | 89.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'509 CHF | 221'509 CHF | 99.98% | 99.98% |
13.11.2024 | 0.89% | 87.70 % | 88.50 % | 235'000 | 250'000 | 236'498 | 250'000 | 210'582 CHF | 224'602 CHF | 99.98% | 99.98% |
12.11.2024 | 0.85% | 90.83 % | 91.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'355 CHF | 235'355 CHF | 99.74% | 99.74% |
11.11.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'713 CHF | 248'713 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'456 CHF | 247'456 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.42 % | 99.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'435 CHF | 248'435 CHF | 99.91% | 99.91% |