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 | 0.95% | 83.44 % | 84.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'288 CHF | 212'288 CHF | 99.98% | 99.98% |
19.11.2024 | 0.95% | 83.88 % | 84.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'101 CHF | 212'101 CHF | 99.80% | 99.80% |
18.11.2024 | 0.93% | 85.83 % | 86.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'433 CHF | 216'433 CHF | 99.97% | 99.97% |
15.11.2024 | 0.92% | 85.65 % | 86.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'787 CHF | 217'787 CHF | 99.98% | 99.98% |
14.11.2024 | 0.90% | 88.75 % | 89.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'018 CHF | 222'018 CHF | 99.94% | 99.94% |
13.11.2024 | 0.91% | 87.71 % | 88.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'696 CHF | 221'696 CHF | 99.57% | 99.57% |
12.11.2024 | 0.90% | 87.84 % | 88.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'919 CHF | 222'919 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 89.84 % | 90.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'185 CHF | 227'185 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 89.06 % | 89.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'124 CHF | 226'124 CHF | 99.89% | 99.89% |
07.11.2024 | 0.88% | 90.26 % | 91.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'908 CHF | 228'908 CHF | 99.91% | 99.91% |