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 | 0.97% | 81.10 % | 81.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'243 CHF | 206'243 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 82.18 % | 82.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'034 CHF | 206'034 CHF | 99.89% | 99.89% |
18.11.2024 | 0.95% | 83.39 % | 84.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'704 CHF | 210'704 CHF | 99.98% | 99.98% |
15.11.2024 | 0.94% | 83.98 % | 84.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'659 CHF | 212'659 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 83.36 % | 84.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'166 CHF | 209'166 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 82.99 % | 83.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'169 CHF | 210'169 CHF | 99.85% | 99.85% |
12.11.2024 | 0.94% | 84.16 % | 84.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'434 CHF | 213'434 CHF | 20.68% | 20.68% |
11.11.2024 | 0.90% | 88.21 % | 89.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'305 CHF | 223'305 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.62 % | 88.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'407 CHF | 222'407 CHF | 99.77% | 99.77% |
07.11.2024 | 0.89% | 89.86 % | 90.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'729 CHF | 226'729 CHF | 99.99% | 99.99% |