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 | 0.90% | 88.03 % | 88.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'057 CHF | 222'057 CHF | 99.93% | 99.93% |
19.11.2024 | 0.92% | 87.41 % | 88.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'619 CHF | 217'619 CHF | 99.89% | 99.89% |
18.11.2024 | 0.93% | 85.94 % | 86.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'486 CHF | 215'486 CHF | 99.99% | 99.99% |
15.11.2024 | 0.94% | 84.76 % | 85.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'645 CHF | 213'645 CHF | 99.96% | 99.96% |
14.11.2024 | 0.93% | 85.44 % | 86.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'559 CHF | 216'559 CHF | 99.95% | 99.95% |
13.11.2024 | 0.91% | 86.57 % | 87.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'383 CHF | 221'383 CHF | 99.70% | 99.70% |
12.11.2024 | 0.89% | 87.89 % | 88.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'293 CHF | 225'293 CHF | 99.99% | 99.99% |
11.11.2024 | 0.88% | 89.85 % | 90.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'542 CHF | 228'542 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 90.01 % | 90.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'056 CHF | 227'056 CHF | 99.95% | 99.95% |
07.11.2024 | 0.90% | 89.72 % | 90.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'294 CHF | 224'294 CHF | 99.90% | 99.90% |