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 | 0.95% | 84.08 % | 84.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'382 CHF | 212'382 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 83.67 % | 84.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'223 CHF | 212'223 CHF | 99.83% | 99.83% |
18.11.2024 | 0.91% | 86.98 % | 87.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'169 CHF | 220'169 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 87.72 % | 88.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'940 CHF | 221'940 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 89.39 % | 90.19 % | 250'000 | 245'000 | 250'000 | 249'670 | 225'308 CHF | 227'010 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 90.59 % | 91.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'034 CHF | 230'034 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 91.72 % | 92.52 % | 250'000 | 120'000 | 250'000 | 216'482 | 232'690 CHF | 203'371 CHF | 99.97% | 99.97% |
11.11.2024 | 0.86% | 93.76 % | 94.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'445 CHF | 234'445 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 91.81 % | 92.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'865 CHF | 227'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 88.90 % | 89.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'193 CHF | 223'193 CHF | 99.99% | 99.99% |