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 | 0.87% | 91.53 % | 92.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'526 CHF | 231'526 CHF | 99.91% | 99.91% |
19.11.2024 | 0.88% | 91.00 % | 91.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'507 CHF | 228'507 CHF | 99.84% | 99.84% |
18.11.2024 | 0.86% | 93.54 % | 94.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'808 CHF | 233'808 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.05 % | 94.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'755 CHF | 237'755 CHF | 99.99% | 99.99% |
14.11.2024 | 0.85% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'782 CHF | 235'782 CHF | 99.05% | 99.05% |
13.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'836 CHF | 242'836 CHF | 99.99% | 99.99% |
12.11.2024 | 0.82% | 96.33 % | 97.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'354 CHF | 244'354 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'363 CHF | 246'363 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'033 CHF | 246'033 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'763 CHF | 247'763 CHF | 100.00% | 100.00% |