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 | 0.56% | 89.23 % | 89.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'270 CHF | 224'520 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 89.74 % | 90.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'415 CHF | 227'665 CHF | 89.36% | 89.36% |
18.11.2024 | 0.54% | 91.78 % | 92.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'989 CHF | 232'239 CHF | 99.67% | 99.67% |
15.11.2024 | 0.54% | 92.86 % | 93.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'708 CHF | 232'958 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 95.36 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'993 CHF | 242'243 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.05 % | 98.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'102 CHF | 244'352 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.46 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'066 CHF | 248'316 CHF | 98.71% | 98.71% |
11.11.2024 | 0.50% | 98.90 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'124 CHF | 248'374 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.41 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'884 CHF | 246'134 CHF | 99.84% | 99.84% |
07.11.2024 | 0.51% | 97.97 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'960 CHF | 246'210 CHF | 100.00% | 100.00% |