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 | 0.98% | 80.74 % | 81.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'132 CHF | 204'132 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 80.69 % | 81.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'665 CHF | 203'665 CHF | 99.90% | 99.90% |
18.11.2024 | 0.95% | 83.68 % | 84.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'162 CHF | 212'162 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 84.42 % | 85.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'971 CHF | 213'971 CHF | 99.96% | 99.96% |
14.11.2024 | 0.91% | 86.41 % | 87.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'955 CHF | 219'955 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 87.70 % | 88.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'807 CHF | 222'807 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 89.02 % | 89.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'166 CHF | 228'166 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 91.13 % | 91.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'571 CHF | 227'571 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 88.92 % | 89.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'253 CHF | 220'253 CHF | 99.97% | 99.97% |
07.11.2024 | 0.93% | 85.69 % | 86.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'096 CHF | 215'096 CHF | 99.99% | 99.99% |