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 | 0.62% | 80.21 % | 80.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'744 CHF | 201'994 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 79.65 % | 80.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'303 CHF | 199'553 CHF | 89.36% | 89.36% |
18.11.2024 | 0.63% | 79.92 % | 80.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'788 CHF | 200'038 CHF | 99.67% | 99.67% |
15.11.2024 | 0.62% | 79.44 % | 79.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'750 CHF | 202'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 81.25 % | 81.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'184 CHF | 204'434 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 81.41 % | 81.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'529 CHF | 205'779 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 82.01 % | 82.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'506 CHF | 206'756 CHF | 98.71% | 98.71% |
11.11.2024 | 0.60% | 83.22 % | 83.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'438 CHF | 209'688 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 82.84 % | 83.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'119 CHF | 209'369 CHF | 99.83% | 99.83% |
07.11.2024 | 0.59% | 83.70 % | 84.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'724 CHF | 211'974 CHF | 100.00% | 100.00% |