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 | 0.96% | 81.39 % | 82.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'060 CHF | 209'060 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 83.81 % | 84.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'081 CHF | 212'081 CHF | 99.92% | 99.92% |
18.11.2024 | 0.95% | 83.81 % | 84.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'163 CHF | 212'163 CHF | 99.98% | 99.98% |
15.11.2024 | 0.91% | 85.89 % | 86.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'468 CHF | 220'468 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 89.65 % | 90.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'744 CHF | 225'744 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 87.50 % | 88.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'155 CHF | 220'155 CHF | 99.84% | 99.84% |
12.11.2024 | 0.88% | 88.01 % | 88.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'353 CHF | 229'353 CHF | 99.99% | 99.99% |
11.11.2024 | 0.86% | 93.04 % | 93.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'073 CHF | 233'073 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 94.35 % | 95.15 % | 235'000 | 250'000 | 235'143 | 250'000 | 219'250 CHF | 235'105 CHF | 99.98% | 99.98% |
07.11.2024 | 0.86% | 91.84 % | 92.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'018 CHF | 234'018 CHF | 99.49% | 99.49% |