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% | 86.74 % | 87.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'405 CHF | 221'405 CHF | 99.97% | 99.97% |
19.11.2024 | 0.91% | 88.33 % | 89.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'937 CHF | 221'937 CHF | 99.72% | 99.72% |
18.11.2024 | 0.91% | 88.58 % | 89.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'945 CHF | 221'945 CHF | 99.98% | 99.98% |
15.11.2024 | 0.88% | 89.16 % | 89.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'440 CHF | 228'440 CHF | 99.97% | 99.97% |
14.11.2024 | 0.86% | 92.15 % | 92.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'843 CHF | 232'843 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 91.71 % | 92.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'718 CHF | 231'718 CHF | 99.66% | 99.66% |
12.11.2024 | 0.85% | 92.82 % | 93.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'032 CHF | 236'032 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.79 % | 94.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'193 CHF | 237'193 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 93.09 % | 93.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'378 CHF | 234'378 CHF | 99.93% | 99.93% |
07.11.2024 | 0.85% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'996 CHF | 234'996 CHF | 100.00% | 100.00% |