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% | 90.00 % | 90.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'424 CHF | 228'424 CHF | 98.58% | 98.58% |
19.11.2024 | 0.89% | 90.20 % | 91.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'826 CHF | 226'826 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 90.10 % | 90.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'976 CHF | 226'976 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.20 % | 91.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'649 CHF | 228'649 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 91.50 % | 92.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'110 CHF | 229'110 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 89.80 % | 90.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'526 CHF | 226'526 CHF | 99.86% | 99.86% |
12.11.2024 | 0.88% | 90.30 % | 91.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'933 CHF | 228'933 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.10 % | 92.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'626 CHF | 232'626 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.60 % | 92.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'663 CHF | 231'663 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 92.70 % | 93.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'434 CHF | 234'434 CHF | 99.76% | 99.76% |