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 | 0.86% | 92.87 % | 93.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'862 CHF | 234'862 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 93.33 % | 94.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'741 CHF | 233'741 CHF | 99.85% | 99.85% |
18.11.2024 | 0.87% | 92.12 % | 92.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'034 CHF | 230'034 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.45 % | 91.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'965 CHF | 227'965 CHF | 99.99% | 99.99% |
14.11.2024 | 0.90% | 89.01 % | 89.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'458 CHF | 224'458 CHF | 99.95% | 99.95% |
13.11.2024 | 0.89% | 89.63 % | 90.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'948 CHF | 226'948 CHF | 99.93% | 99.93% |
12.11.2024 | 0.88% | 89.86 % | 90.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'247 CHF | 228'247 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 91.13 % | 91.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'707 CHF | 230'707 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.56 % | 92.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'950 CHF | 231'950 CHF | 99.99% | 99.99% |
07.11.2024 | 0.86% | 92.96 % | 93.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'098 CHF | 234'098 CHF | 99.70% | 99.70% |