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 | 0.91% | 86.25 % | 87.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'041 CHF | 220'041 CHF | 99.98% | 99.98% |
19.11.2024 | 0.91% | 87.42 % | 88.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'017 CHF | 220'017 CHF | 99.89% | 99.89% |
18.11.2024 | 0.90% | 89.17 % | 89.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'373 CHF | 224'373 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 88.32 % | 89.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'102 CHF | 223'102 CHF | 99.99% | 99.99% |
14.11.2024 | 0.92% | 87.69 % | 88.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'778 CHF | 218'778 CHF | 99.98% | 99.98% |
13.11.2024 | 0.93% | 84.79 % | 85.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'372 CHF | 216'372 CHF | 99.75% | 99.75% |
12.11.2024 | 0.90% | 87.12 % | 87.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'675 CHF | 223'675 CHF | 99.97% | 99.97% |
11.11.2024 | 0.90% | 88.98 % | 89.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'915 CHF | 222'915 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 87.16 % | 87.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'339 CHF | 221'339 CHF | 99.95% | 99.95% |
07.11.2024 | 0.89% | 90.28 % | 91.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'823 CHF | 226'823 CHF | 100.00% | 100.00% |