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 | 0.68% | 72.92 % | 73.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'501 CHF | 183'751 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 72.44 % | 72.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'370 CHF | 181'620 CHF | 89.36% | 89.36% |
18.11.2024 | 0.69% | 72.76 % | 73.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'975 CHF | 182'225 CHF | 99.67% | 99.67% |
15.11.2024 | 0.68% | 72.45 % | 72.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'103 CHF | 184'353 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 74.15 % | 74.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'367 CHF | 186'617 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 74.36 % | 74.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'798 CHF | 188'048 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 74.94 % | 75.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'780 CHF | 189'030 CHF | 98.71% | 98.71% |
11.11.2024 | 0.65% | 76.08 % | 76.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'568 CHF | 191'818 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 75.88 % | 76.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'617 CHF | 191'867 CHF | 99.84% | 99.84% |
07.11.2024 | 0.65% | 76.73 % | 77.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'138 CHF | 194'388 CHF | 100.00% | 100.00% |