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% | 84.93 % | 85.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'130 CHF | 215'130 CHF | 99.86% | 99.86% |
19.11.2024 | 0.95% | 84.73 % | 85.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'565 CHF | 212'565 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 84.81 % | 85.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'481 CHF | 213'481 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 85.01 % | 85.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'881 CHF | 213'881 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 83.90 % | 84.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'906 CHF | 209'906 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 82.26 % | 83.06 % | 250'000 | 247'000 | 250'000 | 249'809 | 205'447 CHF | 207'289 CHF | 99.99% | 99.99% |
12.11.2024 | 0.96% | 82.65 % | 83.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'219 CHF | 209'219 CHF | 99.98% | 99.98% |
11.11.2024 | 0.93% | 84.39 % | 85.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'265 CHF | 215'265 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 83.84 % | 84.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'275 CHF | 207'275 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 84.51 % | 85.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'941 CHF | 211'941 CHF | 100.00% | 100.00% |