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% | 87.10 % | 87.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'711 CHF | 220'711 CHF | 99.86% | 99.86% |
19.11.2024 | 0.92% | 86.42 % | 87.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'393 CHF | 218'393 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 87.60 % | 88.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'169 CHF | 221'169 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 87.89 % | 88.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'859 CHF | 221'859 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 87.68 % | 88.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'654 CHF | 219'654 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 86.04 % | 86.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'181 CHF | 217'181 CHF | 99.98% | 99.98% |
12.11.2024 | 0.92% | 85.36 % | 86.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'195 CHF | 218'195 CHF | 99.97% | 99.97% |
11.11.2024 | 0.90% | 88.70 % | 89.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'837 CHF | 222'837 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 86.83 % | 87.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'358 CHF | 222'358 CHF | 99.93% | 99.93% |
07.11.2024 | 0.88% | 91.18 % | 91.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'411 CHF | 229'411 CHF | 100.00% | 100.00% |