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 | 0.93% | 85.10 % | 85.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'780 CHF | 215'780 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 85.81 % | 86.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'318 CHF | 215'318 CHF | 99.94% | 99.94% |
18.11.2024 | 0.92% | 86.62 % | 87.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'647 CHF | 218'647 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 86.93 % | 87.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'089 CHF | 220'089 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 86.63 % | 87.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'747 CHF | 217'747 CHF | 99.97% | 99.97% |
13.11.2024 | 0.92% | 86.58 % | 87.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'892 CHF | 218'892 CHF | 99.99% | 99.99% |
12.11.2024 | 0.91% | 87.29 % | 88.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'595 CHF | 221'595 CHF | 99.98% | 99.98% |
11.11.2024 | 0.88% | 90.41 % | 91.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'789 CHF | 228'789 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 89.99 % | 90.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'212 CHF | 228'212 CHF | 99.92% | 99.92% |
07.11.2024 | 0.86% | 92.08 % | 92.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'602 CHF | 232'602 CHF | 99.99% | 99.99% |