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 | 0.88% | 90.72 % | 91.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'474 CHF | 227'474 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 89.17 % | 89.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'659 CHF | 222'659 CHF | 99.66% | 99.66% |
18.11.2024 | 0.90% | 88.27 % | 89.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'366 CHF | 224'366 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 89.28 % | 90.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'221 CHF | 228'221 CHF | 99.99% | 99.99% |
14.11.2024 | 0.86% | 92.81 % | 93.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'552 CHF | 234'552 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 93.32 % | 94.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'193 CHF | 234'193 CHF | 99.92% | 99.92% |
12.11.2024 | 0.86% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'414 CHF | 234'414 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 94.37 % | 95.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'552 CHF | 236'552 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.96 % | 93.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'383 CHF | 233'383 CHF | 99.87% | 99.87% |
07.11.2024 | 0.87% | 91.51 % | 92.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'520 CHF | 231'520 CHF | 99.97% | 99.97% |