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 | 0.91% | 87.03 % | 87.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'268 CHF | 221'268 CHF | 99.94% | 99.94% |
19.11.2024 | 0.90% | 88.13 % | 88.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'731 CHF | 222'731 CHF | 99.89% | 99.89% |
18.11.2024 | 0.89% | 89.00 % | 89.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'984 CHF | 225'984 CHF | 99.98% | 99.98% |
15.11.2024 | 0.86% | 90.52 % | 91.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'748 CHF | 234'748 CHF | 97.08% | 97.08% |
14.11.2024 | 0.85% | 94.68 % | 95.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'169 CHF | 236'169 CHF | 96.79% | 96.79% |
13.11.2024 | 0.84% | 94.01 % | 94.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'927 CHF | 237'927 CHF | 99.85% | 99.85% |
12.11.2024 | 0.83% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'572 CHF | 240'572 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'794 CHF | 240'794 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.00 % | 95.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'847 CHF | 240'847 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'958 CHF | 241'958 CHF | 99.97% | 99.97% |