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 | 0.89% | 89.10 % | 89.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'454 CHF | 225'454 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 89.25 % | 90.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'685 CHF | 225'685 CHF | 99.63% | 99.63% |
18.11.2024 | 0.89% | 90.11 % | 90.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'478 CHF | 226'478 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.53 % | 90.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'650 CHF | 225'650 CHF | 99.97% | 99.97% |
14.11.2024 | 0.90% | 88.84 % | 89.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'577 CHF | 223'577 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 86.91 % | 87.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'025 CHF | 219'025 CHF | 99.91% | 99.91% |
12.11.2024 | 0.91% | 86.57 % | 87.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'363 CHF | 220'363 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 87.82 % | 88.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'380 CHF | 222'380 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.76 % | 88.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'404 CHF | 223'404 CHF | 99.94% | 99.94% |
07.11.2024 | 0.89% | 89.47 % | 90.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'412 CHF | 226'412 CHF | 99.97% | 99.97% |