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% | 87.90 % | 88.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'071 CHF | 224'071 CHF | 99.99% | 99.99% |
19.11.2024 | 0.89% | 88.95 % | 89.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'478 CHF | 224'478 CHF | 99.74% | 99.74% |
18.11.2024 | 0.89% | 89.94 % | 90.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'185 CHF | 225'185 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 90.77 % | 91.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'188 CHF | 232'188 CHF | 99.98% | 99.98% |
14.11.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'429 CHF | 244'429 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.02 % | 96.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'661 CHF | 242'661 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'042 CHF | 247'042 CHF | 99.98% | 99.98% |
11.11.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'974 CHF | 248'974 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'473 CHF | 246'473 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'580 CHF | 246'580 CHF | 99.97% | 99.97% |