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 | 0.61% | 81.44 % | 81.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'290 CHF | 206'540 CHF | 98.15% | 98.15% |
19.11.2024 | 0.61% | 82.20 % | 82.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'848 CHF | 207'098 CHF | 89.38% | 89.38% |
18.11.2024 | 0.60% | 83.19 % | 83.69 % | 250'000 | 250'000 | 250'000 | 249'902 | 207'535 CHF | 208'704 CHF | 99.66% | 99.66% |
15.11.2024 | 0.58% | 83.85 % | 84.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'504 CHF | 214'754 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 86.30 % | 86.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'074 CHF | 216'324 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 85.41 % | 85.91 % | 250'000 | 250'000 | 250'000 | 249'999 | 213'483 CHF | 214'732 CHF | 19.22% | 19.22% |
12.11.2024 | 0.57% | 86.81 % | 87.31 % | 250'000 | 250'000 | 250'000 | 249'855 | 217'868 CHF | 218'991 CHF | 98.70% | 98.70% |
11.11.2024 | 0.57% | 87.85 % | 88.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'371 CHF | 220'621 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 87.62 % | 88.12 % | 250'000 | 250'000 | 250'000 | 249'988 | 218'760 CHF | 220'000 CHF | 99.84% | 99.84% |
07.11.2024 | 0.57% | 87.74 % | 88.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'415 CHF | 220'665 CHF | 100.00% | 100.00% |