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 | 0.92% | 85.68 % | 86.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'605 CHF | 217'605 CHF | 99.84% | 99.84% |
19.11.2024 | 0.92% | 85.80 % | 86.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'760 CHF | 217'760 CHF | 99.34% | 99.34% |
18.11.2024 | 0.89% | 89.29 % | 90.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'749 CHF | 224'749 CHF | 99.96% | 99.96% |
15.11.2024 | 0.89% | 88.07 % | 88.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'587 CHF | 224'587 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 90.94 % | 91.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'100 CHF | 228'100 CHF | 99.89% | 99.89% |
13.11.2024 | 0.89% | 89.58 % | 90.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'194 CHF | 226'194 CHF | 99.77% | 99.77% |
12.11.2024 | 0.88% | 89.70 % | 90.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'874 CHF | 227'874 CHF | 99.98% | 99.98% |
11.11.2024 | 0.86% | 92.12 % | 92.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'298 CHF | 233'298 CHF | 99.90% | 99.90% |
08.11.2024 | 0.87% | 91.58 % | 92.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'103 CHF | 232'103 CHF | 99.83% | 99.83% |
07.11.2024 | 0.86% | 92.31 % | 93.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'305 CHF | 234'305 CHF | 99.92% | 99.92% |