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 | 0.58% | 85.14 % | 85.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'601 CHF | 216'851 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 85.78 % | 86.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'670 CHF | 214'920 CHF | 77.02% | 77.02% |
18.11.2024 | 0.58% | 85.93 % | 86.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'495 CHF | 217'745 CHF | 64.07% | 64.07% |
15.11.2024 | 0.56% | 88.06 % | 88.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'372 CHF | 225'622 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 91.67 % | 92.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'879 CHF | 228'129 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 89.41 % | 89.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'845 CHF | 226'095 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 90.89 % | 91.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'837 CHF | 230'087 CHF | 98.75% | 98.75% |
11.11.2024 | 0.53% | 92.81 % | 93.31 % | 250'000 | 250'000 | 250'000 | 249'992 | 233'276 CHF | 234'519 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 92.79 % | 93.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'180 CHF | 235'430 CHF | 99.84% | 99.84% |
07.11.2024 | 0.53% | 94.43 % | 94.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'665 CHF | 236'915 CHF | 100.00% | 100.00% |