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 | 0.90% | 88.17 % | 88.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'921 CHF | 223'921 CHF | 99.89% | 99.89% |
19.11.2024 | 0.90% | 88.06 % | 88.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'841 CHF | 222'841 CHF | 99.94% | 99.94% |
18.11.2024 | 0.91% | 88.41 % | 89.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'900 CHF | 221'900 CHF | 99.91% | 99.91% |
15.11.2024 | 0.89% | 87.74 % | 88.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'734 CHF | 226'734 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'510 CHF | 230'510 CHF | 85.97% | 85.97% |
13.11.2024 | 0.86% | 91.14 % | 91.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'203 CHF | 233'203 CHF | 99.90% | 99.90% |
12.11.2024 | 0.85% | 92.28 % | 93.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'838 CHF | 235'838 CHF | 99.94% | 99.94% |
11.11.2024 | 0.84% | 94.12 % | 94.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'206 CHF | 239'206 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'863 CHF | 239'863 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 95.16 % | 95.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'035 CHF | 240'035 CHF | 100.00% | 100.00% |