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 | 0.93% | 85.32 % | 86.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'198 CHF | 217'198 CHF | 99.94% | 99.94% |
19.11.2024 | 0.93% | 84.99 % | 85.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'021 CHF | 215'021 CHF | 99.73% | 99.73% |
18.11.2024 | 0.91% | 87.45 % | 88.25 % | 250'000 | 240'000 | 250'000 | 240'065 | 218'041 CHF | 211'297 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 86.78 % | 87.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'333 CHF | 221'333 CHF | 99.99% | 99.99% |
14.11.2024 | 0.90% | 88.83 % | 89.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'285 CHF | 222'285 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 87.10 % | 87.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'093 CHF | 219'093 CHF | 99.98% | 99.98% |
12.11.2024 | 0.86% | 91.01 % | 91.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'956 CHF | 232'956 CHF | 99.95% | 99.95% |
11.11.2024 | 0.84% | 94.19 % | 94.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'038 CHF | 238'038 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.29 % | 94.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'884 CHF | 236'884 CHF | 99.93% | 99.93% |
07.11.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'438 CHF | 241'438 CHF | 99.92% | 99.92% |