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 | 0.55% | 91.44 % | 91.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'225 CHF | 227'475 CHF | 99.48% | 99.48% |
19.11.2024 | 0.55% | 90.16 % | 90.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'783 CHF | 226'033 CHF | 88.84% | 88.84% |
18.11.2024 | 0.57% | 88.18 % | 88.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'827 CHF | 220'077 CHF | 99.15% | 99.15% |
15.11.2024 | 0.57% | 86.41 % | 86.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'287 CHF | 218'537 CHF | 99.48% | 99.48% |
14.11.2024 | 0.58% | 87.22 % | 87.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'898 CHF | 215'148 CHF | 99.47% | 99.47% |
13.11.2024 | 0.57% | 86.41 % | 86.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'954 CHF | 220'204 CHF | 99.46% | 99.46% |
12.11.2024 | 0.57% | 87.66 % | 88.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'332 CHF | 220'582 CHF | 98.20% | 98.20% |
11.11.2024 | 0.54% | 89.20 % | 89.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'247 CHF | 230'497 CHF | 99.49% | 99.49% |
08.11.2024 | 0.54% | 93.03 % | 93.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'191 CHF | 233'441 CHF | 99.32% | 99.32% |
07.11.2024 | 0.54% | 93.68 % | 94.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'623 CHF | 233'873 CHF | 99.48% | 99.48% |