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 | 0.91% | 87.74 % | 88.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'727 CHF | 221'727 CHF | 99.98% | 99.98% |
19.11.2024 | 0.91% | 87.81 % | 88.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'856 CHF | 221'856 CHF | 99.67% | 99.67% |
18.11.2024 | 0.90% | 88.69 % | 89.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'980 CHF | 223'980 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 88.89 % | 89.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'228 CHF | 224'228 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 88.67 % | 89.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'617 CHF | 222'617 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 87.74 % | 88.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'912 CHF | 220'912 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 87.21 % | 88.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'113 CHF | 221'113 CHF | 99.98% | 99.98% |
11.11.2024 | 0.90% | 88.63 % | 89.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'640 CHF | 223'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 88.26 % | 89.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'985 CHF | 223'985 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 90.29 % | 91.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'558 CHF | 227'558 CHF | 99.93% | 99.93% |