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 | 0.88% | 90.06 % | 90.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'726 CHF | 227'726 CHF | 99.97% | 99.97% |
19.11.2024 | 0.89% | 90.00 % | 90.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'044 CHF | 226'044 CHF | 99.81% | 99.81% |
18.11.2024 | 0.88% | 91.20 % | 92.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'261 CHF | 229'261 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.80 % | 92.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'554 CHF | 231'554 CHF | 99.99% | 99.99% |
14.11.2024 | 0.87% | 92.15 % | 92.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'130 CHF | 230'130 CHF | 99.05% | 99.05% |
13.11.2024 | 0.85% | 93.83 % | 94.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'125 CHF | 237'125 CHF | 99.80% | 99.80% |
12.11.2024 | 0.84% | 94.32 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'888 CHF | 238'888 CHF | 99.99% | 99.99% |
11.11.2024 | 0.83% | 95.28 % | 96.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'745 CHF | 240'745 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'094 CHF | 241'094 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'697 CHF | 244'697 CHF | 100.00% | 100.00% |