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% | 88.64 % | 89.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'699 CHF | 225'699 CHF | 99.97% | 99.97% |
19.11.2024 | 0.89% | 89.34 % | 90.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'612 CHF | 225'612 CHF | 99.88% | 99.88% |
18.11.2024 | 0.88% | 90.33 % | 91.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'863 CHF | 228'863 CHF | 99.97% | 99.97% |
15.11.2024 | 0.87% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'559 CHF | 231'559 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.43 % | 95.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'980 CHF | 236'980 CHF | 99.90% | 99.90% |
13.11.2024 | 0.84% | 94.93 % | 95.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'141 CHF | 240'141 CHF | 99.85% | 99.85% |
12.11.2024 | 0.84% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'509 CHF | 239'509 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.28 % | 97.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'661 CHF | 242'661 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 94.99 % | 95.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'750 CHF | 240'750 CHF | 99.91% | 99.91% |
07.11.2024 | 0.83% | 96.61 % | 97.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'161 CHF | 243'161 CHF | 99.94% | 99.94% |