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 | 0.89% | 88.92 % | 89.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'827 CHF | 224'827 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 89.25 % | 90.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'564 CHF | 224'564 CHF | 99.74% | 99.74% |
18.11.2024 | 0.89% | 89.81 % | 90.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'695 CHF | 225'695 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 89.84 % | 90.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'202 CHF | 227'202 CHF | 99.97% | 99.97% |
14.11.2024 | 0.88% | 91.57 % | 92.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'370 CHF | 229'370 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 90.50 % | 91.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'080 CHF | 228'080 CHF | 99.88% | 99.88% |
12.11.2024 | 0.87% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'506 CHF | 230'506 CHF | 99.95% | 99.95% |
11.11.2024 | 0.86% | 92.05 % | 92.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'287 CHF | 232'287 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.74 % | 92.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'765 CHF | 231'765 CHF | 99.93% | 99.93% |
07.11.2024 | 0.86% | 91.78 % | 92.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'074 CHF | 233'074 CHF | 99.93% | 99.93% |