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% | 89.67 % | 90.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'861 CHF | 224'861 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 88.93 % | 89.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'983 CHF | 224'983 CHF | 99.99% | 99.99% |
18.11.2024 | 0.89% | 89.82 % | 90.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'804 CHF | 225'804 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 90.28 % | 91.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'600 CHF | 229'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.09 % | 92.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'969 CHF | 232'969 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.82 % | 93.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'071 CHF | 234'071 CHF | 99.79% | 99.79% |
12.11.2024 | 0.85% | 93.46 % | 94.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'902 CHF | 236'902 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.24 % | 95.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'295 CHF | 238'295 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 94.20 % | 95.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'518 CHF | 237'518 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 94.36 % | 95.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'612 CHF | 237'612 CHF | 100.00% | 100.00% |