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 | 0.95% | 83.55 % | 84.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'146 CHF | 211'146 CHF | 99.99% | 99.99% |
19.11.2024 | 0.95% | 83.63 % | 84.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'929 CHF | 210'929 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 86.32 % | 87.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'526 CHF | 218'526 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 87.04 % | 87.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'183 CHF | 220'183 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 88.72 % | 89.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'627 CHF | 225'627 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 89.91 % | 90.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'266 CHF | 228'266 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'848 CHF | 232'848 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.96 % | 93.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'499 CHF | 232'499 CHF | 99.99% | 99.99% |
08.11.2024 | 0.89% | 91.00 % | 91.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'872 CHF | 225'872 CHF | 100.00% | 100.00% |
07.11.2024 | 0.91% | 88.23 % | 89.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'465 CHF | 221'465 CHF | 99.92% | 99.92% |