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% | 89.95 % | 90.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'816 CHF | 227'816 CHF | 99.91% | 99.91% |
19.11.2024 | 0.90% | 89.57 % | 90.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'981 CHF | 223'981 CHF | 99.80% | 99.80% |
18.11.2024 | 0.87% | 92.19 % | 92.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'683 CHF | 230'683 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.45 % | 94.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'840 CHF | 235'840 CHF | 99.97% | 99.97% |
14.11.2024 | 0.86% | 93.75 % | 94.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'297 CHF | 233'297 CHF | 98.81% | 98.81% |
13.11.2024 | 0.82% | 96.60 % | 97.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'738 CHF | 243'738 CHF | 99.83% | 99.83% |
12.11.2024 | 0.82% | 96.74 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'545 CHF | 245'545 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'895 CHF | 247'895 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'370 CHF | 247'370 CHF | 99.95% | 99.95% |
07.11.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'967 CHF | 249'967 CHF | 100.00% | 100.00% |