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 | 0.86% | 92.20 % | 93.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'310 CHF | 234'310 CHF | 99.91% | 99.91% |
19.11.2024 | 0.86% | 92.01 % | 92.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'700 CHF | 232'700 CHF | 99.71% | 99.71% |
18.11.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'236 CHF | 238'236 CHF | 99.99% | 99.99% |
15.11.2024 | 0.84% | 94.10 % | 94.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'007 CHF | 239'007 CHF | 99.96% | 99.96% |
14.11.2024 | 0.84% | 95.89 % | 96.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'905 CHF | 239'905 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 94.00 % | 94.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'830 CHF | 236'830 CHF | 99.75% | 99.75% |
12.11.2024 | 0.84% | 93.62 % | 94.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'044 CHF | 239'044 CHF | 99.98% | 99.98% |
11.11.2024 | 0.82% | 96.64 % | 97.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'216 CHF | 244'216 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.83 % | 96.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'138 CHF | 243'138 CHF | 99.88% | 99.88% |
07.11.2024 | 0.81% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'228 CHF | 247'228 CHF | 99.92% | 99.92% |