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 | 0.87% | 90.40 % | 91.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'966 CHF | 230'966 CHF | 99.99% | 99.99% |
19.11.2024 | 0.87% | 92.72 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'090 CHF | 232'090 CHF | 99.92% | 99.92% |
18.11.2024 | 0.87% | 92.78 % | 93.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'596 CHF | 231'596 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.33 % | 91.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'059 CHF | 228'059 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'931 CHF | 227'931 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 85.52 % | 86.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'815 CHF | 211'815 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 83.07 % | 83.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'217 CHF | 213'217 CHF | 20.81% | 20.81% |
11.11.2024 | 0.89% | 87.29 % | 88.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'505 CHF | 224'505 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 88.78 % | 89.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'954 CHF | 227'954 CHF | 99.91% | 99.91% |
07.11.2024 | 0.86% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'884 CHF | 233'884 CHF | 100.00% | 100.00% |