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% | 86.84 % | 87.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'610 CHF | 222'610 CHF | 99.99% | 99.99% |
19.11.2024 | 0.91% | 88.13 % | 88.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'161 CHF | 220'161 CHF | 98.49% | 98.49% |
18.11.2024 | 0.89% | 89.28 % | 90.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'059 CHF | 226'059 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.31 % | 91.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'984 CHF | 228'984 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 89.91 % | 90.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'683 CHF | 224'683 CHF | 99.98% | 99.98% |
13.11.2024 | 0.90% | 87.93 % | 88.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'834 CHF | 223'834 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 88.07 % | 88.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'416 CHF | 224'416 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 90.89 % | 91.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'457 CHF | 228'457 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 89.77 % | 90.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'479 CHF | 226'479 CHF | 99.90% | 99.90% |
07.11.2024 | 0.87% | 91.69 % | 92.49 % | 250'000 | 240'000 | 250'000 | 240'020 | 227'915 CHF | 220'737 CHF | 99.94% | 99.94% |