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 | 0.93% | 85.93 % | 86.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'760 CHF | 215'760 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 81.89 % | 82.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'765 CHF | 205'765 CHF | 99.91% | 99.91% |
18.11.2024 | 0.98% | 81.12 % | 81.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'520 CHF | 205'520 CHF | 99.98% | 99.98% |
15.11.2024 | 0.95% | 81.69 % | 82.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'287 CHF | 212'287 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 86.38 % | 87.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'370 CHF | 219'370 CHF | 99.99% | 99.99% |
13.11.2024 | 0.90% | 89.53 % | 90.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'124 CHF | 224'124 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 91.48 % | 92.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'223 CHF | 230'223 CHF | 97.27% | 97.27% |
11.11.2024 | 0.93% | 85.76 % | 86.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'846 CHF | 216'846 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 82.16 % | 82.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'221 CHF | 211'221 CHF | 99.98% | 99.98% |
07.11.2024 | 0.88% | 89.67 % | 90.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'517 CHF | 228'517 CHF | 100.00% | 100.00% |