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 | 0.57% | 86.95 % | 87.45 % | 200'000 | 200'000 | 200'000 | 200'000 | 175'284 CHF | 176'284 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 87.72 % | 88.22 % | 200'000 | 200'000 | 200'000 | 200'000 | 174'548 CHF | 175'548 CHF | 89.37% | 89.37% |
18.11.2024 | 0.56% | 88.24 % | 88.74 % | 200'000 | 200'000 | 200'000 | 200'000 | 176'868 CHF | 177'868 CHF | 99.68% | 99.68% |
15.11.2024 | 0.56% | 89.05 % | 89.55 % | 200'000 | 200'000 | 200'000 | 200'000 | 178'528 CHF | 179'528 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 89.00 % | 89.50 % | 200'000 | 200'000 | 200'000 | 200'000 | 176'455 CHF | 177'455 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 87.62 % | 88.12 % | 200'000 | 200'000 | 200'000 | 200'000 | 175'773 CHF | 176'773 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 87.79 % | 88.29 % | 200'000 | 200'000 | 200'000 | 200'000 | 177'411 CHF | 178'411 CHF | 98.73% | 98.73% |
11.11.2024 | 0.55% | 90.48 % | 90.98 % | 200'000 | 200'000 | 200'000 | 200'000 | 182'197 CHF | 183'197 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 90.35 % | 90.85 % | 200'000 | 200'000 | 200'000 | 200'000 | 181'518 CHF | 182'518 CHF | 99.83% | 99.83% |
07.11.2024 | 0.54% | 92.85 % | 93.35 % | 200'000 | 200'000 | 200'000 | 200'000 | 186'388 CHF | 187'388 CHF | 100.00% | 100.00% |