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% | 86.13 % | 86.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'983 CHF | 216'983 CHF | 99.99% | 99.99% |
19.11.2024 | 0.96% | 82.90 % | 83.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'437 CHF | 208'437 CHF | 99.66% | 99.66% |
18.11.2024 | 0.97% | 82.30 % | 83.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'110 CHF | 208'110 CHF | 99.98% | 99.98% |
15.11.2024 | 0.93% | 83.05 % | 83.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'314 CHF | 215'314 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 91.30 % | 92.10 % | 250'000 | 230'000 | 250'000 | 243'158 | 229'733 CHF | 225'411 CHF | 99.99% | 99.99% |
13.11.2024 | 0.85% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'614 CHF | 235'614 CHF | 99.97% | 99.97% |
12.11.2024 | 0.83% | 96.02 % | 96.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'483 CHF | 241'483 CHF | 98.64% | 98.64% |
11.11.2024 | 0.88% | 90.80 % | 91.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'349 CHF | 229'349 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.36 % | 88.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'798 CHF | 223'798 CHF | 99.98% | 99.98% |
07.11.2024 | 0.87% | 91.11 % | 91.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'039 CHF | 232'039 CHF | 100.00% | 100.00% |