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 | 0.94% | 84.60 % | 85.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'727 CHF | 213'727 CHF | 99.98% | 99.98% |
19.11.2024 | 0.95% | 83.99 % | 84.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'412 CHF | 211'412 CHF | 99.95% | 99.95% |
18.11.2024 | 0.95% | 84.31 % | 85.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'896 CHF | 211'896 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 83.83 % | 84.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'550 CHF | 213'550 CHF | 99.99% | 99.99% |
14.11.2024 | 0.93% | 85.55 % | 86.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'908 CHF | 215'908 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 85.78 % | 86.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'255 CHF | 217'255 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 86.20 % | 87.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'256 CHF | 218'256 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 87.45 % | 88.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'852 CHF | 220'852 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 86.94 % | 87.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'293 CHF | 220'293 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 87.66 % | 88.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'951 CHF | 222'951 CHF | 99.94% | 99.94% |