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 | 0.92% | 85.91 % | 86.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'805 CHF | 218'805 CHF | 99.70% | 99.70% |
19.11.2024 | 0.92% | 86.11 % | 86.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'267 CHF | 217'267 CHF | 99.80% | 99.80% |
18.11.2024 | 0.92% | 87.19 % | 87.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'193 CHF | 219'193 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 89.75 % | 90.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'638 CHF | 227'638 CHF | 99.98% | 99.98% |
14.11.2024 | 0.87% | 92.45 % | 93.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'638 CHF | 229'638 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 87.98 % | 88.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'297 CHF | 223'297 CHF | 99.86% | 99.86% |
12.11.2024 | 0.88% | 90.06 % | 90.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'489 CHF | 227'489 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 88.85 % | 89.65 % | 250'000 | 240'000 | 250'000 | 246'716 | 222'626 CHF | 221'683 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 87.59 % | 88.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'940 CHF | 220'940 CHF | 99.92% | 99.92% |
07.11.2024 | 0.92% | 87.28 % | 88.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'421 CHF | 217'421 CHF | 99.99% | 99.99% |