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% | 85.77 % | 86.57 % | 250'000 | 240'000 | 250'000 | 249'327 | 214'705 CHF | 216'121 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 85.39 % | 86.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'628 CHF | 216'628 CHF | 99.85% | 99.85% |
18.11.2024 | 0.90% | 88.45 % | 89.25 % | 250'000 | 239'000 | 250'000 | 242'336 | 221'705 CHF | 216'863 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.03 % | 89.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'247 CHF | 225'247 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 90.63 % | 91.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'272 CHF | 230'272 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 91.67 % | 92.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'420 CHF | 232'420 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.74 % | 93.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'143 CHF | 237'143 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'096 CHF | 237'096 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 93.02 % | 93.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'108 CHF | 231'108 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 90.41 % | 91.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'052 CHF | 227'052 CHF | 99.98% | 99.98% |