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 | 0.89% | 88.28 % | 89.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'960 CHF | 224'960 CHF | 99.97% | 99.97% |
19.11.2024 | 0.89% | 89.50 % | 90.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'368 CHF | 225'368 CHF | 99.64% | 99.64% |
18.11.2024 | 0.89% | 90.05 % | 90.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'871 CHF | 225'871 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 90.83 % | 91.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'319 CHF | 232'319 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.56 % | 94.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'170 CHF | 236'170 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.67 % | 93.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'972 CHF | 233'972 CHF | 99.81% | 99.81% |
12.11.2024 | 0.84% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'062 CHF | 238'062 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.61 % | 95.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'111 CHF | 239'111 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.95 % | 94.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'559 CHF | 236'559 CHF | 99.97% | 99.97% |
07.11.2024 | 0.85% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'076 CHF | 237'076 CHF | 100.00% | 100.00% |