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% | 83.06 % | 83.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'691 CHF | 210'691 CHF | 99.85% | 99.85% |
19.11.2024 | 0.96% | 83.50 % | 84.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'225 CHF | 210'225 CHF | 99.78% | 99.78% |
18.11.2024 | 0.95% | 84.29 % | 85.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'279 CHF | 212'279 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 84.29 % | 85.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'321 CHF | 213'321 CHF | 99.99% | 99.99% |
14.11.2024 | 0.95% | 84.61 % | 85.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'412 CHF | 211'412 CHF | 99.06% | 99.06% |
13.11.2024 | 0.93% | 85.23 % | 86.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'410 CHF | 216'410 CHF | 99.94% | 99.94% |
12.11.2024 | 0.91% | 86.55 % | 87.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'864 CHF | 220'864 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 90.17 % | 90.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'637 CHF | 227'637 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 89.95 % | 90.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'838 CHF | 227'838 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 92.26 % | 93.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'875 CHF | 232'875 CHF | 99.99% | 99.99% |