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 | 0.87% | 91.93 % | 92.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'001 CHF | 231'001 CHF | 99.94% | 99.94% |
19.11.2024 | 0.87% | 91.43 % | 92.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'953 CHF | 230'953 CHF | 99.83% | 99.83% |
18.11.2024 | 0.87% | 92.40 % | 93.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'171 CHF | 232'171 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 92.57 % | 93.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'664 CHF | 235'664 CHF | 99.97% | 99.97% |
14.11.2024 | 0.84% | 94.08 % | 94.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'782 CHF | 237'782 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'566 CHF | 239'566 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.58 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'744 CHF | 242'744 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'085 CHF | 245'085 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'467 CHF | 243'467 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'583 CHF | 244'583 CHF | 100.00% | 100.00% |