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 | 0.87% | 91.33 % | 92.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'823 CHF | 230'823 CHF | 99.98% | 99.98% |
19.11.2024 | 0.87% | 91.09 % | 91.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'483 CHF | 230'483 CHF | 99.89% | 99.89% |
18.11.2024 | 0.89% | 90.54 % | 91.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'967 CHF | 226'967 CHF | 99.95% | 99.95% |
15.11.2024 | 0.90% | 89.22 % | 90.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'334 CHF | 224'334 CHF | 99.99% | 99.99% |
14.11.2024 | 0.90% | 89.10 % | 89.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'540 CHF | 223'540 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 89.66 % | 90.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'118 CHF | 228'118 CHF | 99.86% | 99.86% |
12.11.2024 | 0.88% | 90.34 % | 91.14 % | 250'000 | 238'000 | 250'000 | 241'014 | 227'574 CHF | 221'324 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 92.17 % | 92.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'649 CHF | 236'649 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.93 % | 95.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'156 CHF | 239'156 CHF | 99.89% | 99.89% |
07.11.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'014 CHF | 238'014 CHF | 99.67% | 99.67% |