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 | 0.59% | 84.54 % | 85.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'618 CHF | 211'868 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 84.54 % | 85.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'809 CHF | 214'059 CHF | 89.36% | 89.36% |
18.11.2024 | 0.58% | 86.25 % | 86.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'641 CHF | 216'891 CHF | 99.68% | 99.68% |
15.11.2024 | 0.57% | 87.51 % | 88.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'379 CHF | 221'629 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 90.92 % | 91.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'435 CHF | 230'685 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 93.10 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'279 CHF | 232'529 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 93.69 % | 94.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'259 CHF | 237'509 CHF | 98.72% | 98.72% |
11.11.2024 | 0.52% | 94.77 % | 95.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'663 CHF | 238'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.44 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'263 CHF | 236'513 CHF | 99.83% | 99.83% |
07.11.2024 | 0.53% | 94.36 % | 94.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'849 CHF | 237'099 CHF | 100.00% | 100.00% |