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 | 0.62% | 80.60 % | 81.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'678 CHF | 202'928 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 79.96 % | 80.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'081 CHF | 200'331 CHF | 89.38% | 89.38% |
18.11.2024 | 0.62% | 80.31 % | 80.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'564 CHF | 200'814 CHF | 99.68% | 99.68% |
15.11.2024 | 0.62% | 79.70 % | 80.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'510 CHF | 202'760 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 81.63 % | 82.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'975 CHF | 205'225 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 81.80 % | 82.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'377 CHF | 206'627 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 82.37 % | 82.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'346 CHF | 207'596 CHF | 98.74% | 98.74% |
11.11.2024 | 0.60% | 83.55 % | 84.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'316 CHF | 210'566 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 83.16 % | 83.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'936 CHF | 210'186 CHF | 99.84% | 99.84% |
07.11.2024 | 0.59% | 83.96 % | 84.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'319 CHF | 212'569 CHF | 100.00% | 100.00% |