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 | 0.99% | 79.24 % | 80.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'160 CHF | 203'160 CHF | 99.96% | 99.96% |
19.11.2024 | 0.99% | 80.93 % | 81.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'895 CHF | 202'895 CHF | 99.87% | 99.87% |
18.11.2024 | 0.99% | 81.22 % | 82.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'535 CHF | 203'535 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 81.90 % | 82.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'807 CHF | 208'807 CHF | 99.98% | 99.98% |
14.11.2024 | 0.96% | 83.48 % | 84.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'570 CHF | 209'570 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 81.93 % | 82.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'314 CHF | 207'314 CHF | 99.91% | 99.91% |
12.11.2024 | 0.95% | 82.93 % | 83.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'000 CHF | 211'000 CHF | 99.91% | 99.91% |
11.11.2024 | 0.93% | 84.66 % | 85.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'174 CHF | 215'174 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 83.96 % | 84.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'454 CHF | 209'454 CHF | 99.94% | 99.94% |
07.11.2024 | 0.95% | 84.45 % | 85.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'265 CHF | 212'265 CHF | 100.00% | 100.00% |