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 | 0.90% | 87.74 % | 88.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'350 CHF | 222'350 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 88.55 % | 89.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'489 CHF | 222'489 CHF | 99.66% | 99.66% |
18.11.2024 | 0.89% | 89.49 % | 90.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'013 CHF | 226'013 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.64 % | 90.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'400 CHF | 226'400 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 89.13 % | 89.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'665 CHF | 223'665 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 88.61 % | 89.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'685 CHF | 223'685 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 88.87 % | 89.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'375 CHF | 225'375 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 91.54 % | 92.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'183 CHF | 231'183 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 90.94 % | 91.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'808 CHF | 230'808 CHF | 99.89% | 99.89% |
07.11.2024 | 0.85% | 93.44 % | 94.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'333 CHF | 235'333 CHF | 99.99% | 99.99% |