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 | 0.96% | 82.40 % | 83.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'612 CHF | 208'612 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 82.74 % | 83.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'096 CHF | 209'096 CHF | 99.94% | 99.94% |
18.11.2024 | 0.95% | 83.67 % | 84.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'875 CHF | 210'875 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 83.27 % | 84.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'969 CHF | 210'969 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 83.87 % | 84.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'480 CHF | 210'480 CHF | 99.98% | 99.98% |
13.11.2024 | 0.96% | 82.68 % | 83.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'039 CHF | 209'039 CHF | 99.70% | 99.70% |
12.11.2024 | 0.96% | 83.09 % | 83.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'860 CHF | 209'860 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 83.58 % | 84.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'478 CHF | 211'478 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 83.69 % | 84.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'021 CHF | 212'021 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 84.33 % | 85.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'078 CHF | 213'078 CHF | 99.98% | 99.98% |