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 | 0.54% | 92.75 % | 93.25 % | 250'000 | 250'000 | 250'000 | 249'870 | 230'498 CHF | 231'627 CHF | 7.78% | 7.78% |
19.11.2024 | 0.55% | 89.73 % | 90.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'069 CHF | 227'319 CHF | 6.05% | 6.05% |
18.11.2024 | 0.51% | 97.29 % | 97.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'868 CHF | 244'118 CHF | 21.88% | 21.88% |
15.11.2024 | 0.52% | 96.42 % | 96.92 % | 250'000 | 250'000 | 250'000 | 249'983 | 240'887 CHF | 242'121 CHF | 73.25% | 73.25% |
14.11.2024 | 0.50% | 98.94 % | 99.44 % | 250'000 | 250'000 | 250'000 | 249'951 | 249'783 CHF | 250'983 CHF | 27.88% | 27.88% |
13.11.2024 | 0.49% | 100.77 % | 101.27 % | 250'000 | 250'000 | 250'000 | 249'995 | 253'806 CHF | 255'051 CHF | 98.87% | 98.87% |
12.11.2024 | 0.48% | 102.38 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'158 CHF | 260'408 CHF | 95.70% | 95.70% |
11.11.2024 | 0.49% | 101.25 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'166 CHF | 253'416 CHF | 17.90% | 17.90% |
08.11.2024 | 0.50% | 100.92 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'312 CHF | 248'562 CHF | 80.15% | 80.15% |
07.11.2024 | 0.53% | 94.97 % | 95.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'161 CHF | 235'411 CHF | 64.40% | 64.40% |