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 | 1.12% | 88.41 % | 89.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'797 CHF | 224'297 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 88.61 % | 89.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'033 CHF | 224'533 CHF | 99.74% | 99.74% |
18.11.2024 | 1.12% | 89.48 % | 90.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'827 CHF | 225'327 CHF | 100.00% | 100.00% |
15.11.2024 | 1.12% | 88.86 % | 89.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'922 CHF | 224'422 CHF | 99.98% | 99.98% |
14.11.2024 | 1.13% | 88.16 % | 89.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'847 CHF | 222'347 CHF | 99.99% | 99.99% |
13.11.2024 | 1.16% | 86.15 % | 87.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'153 CHF | 217'653 CHF | 99.67% | 99.67% |
12.11.2024 | 1.15% | 85.84 % | 86.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'717 CHF | 219'217 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 87.21 % | 88.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'881 CHF | 221'381 CHF | 100.00% | 100.00% |
08.11.2024 | 1.13% | 87.10 % | 88.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'864 CHF | 222'364 CHF | 99.92% | 99.92% |
07.11.2024 | 1.12% | 88.91 % | 89.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'937 CHF | 225'437 CHF | 99.94% | 99.94% |