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 | 0.96% | 82.08 % | 82.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'553 CHF | 209'553 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 83.43 % | 84.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'045 CHF | 211'045 CHF | 99.56% | 99.56% |
18.11.2024 | 0.95% | 84.34 % | 85.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'519 CHF | 212'519 CHF | 99.97% | 99.97% |
15.11.2024 | 0.94% | 84.63 % | 85.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'096 CHF | 214'096 CHF | 99.98% | 99.98% |
14.11.2024 | 0.95% | 84.55 % | 85.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'098 CHF | 211'098 CHF | 99.94% | 99.94% |
13.11.2024 | 0.95% | 82.54 % | 83.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'544 CHF | 212'544 CHF | 99.83% | 99.83% |
12.11.2024 | 0.91% | 86.01 % | 86.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'063 CHF | 220'063 CHF | 20.81% | 20.81% |
11.11.2024 | 0.87% | 92.37 % | 93.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'119 CHF | 232'119 CHF | 99.99% | 99.99% |
08.11.2024 | 0.87% | 91.23 % | 92.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'877 CHF | 230'877 CHF | 99.85% | 99.85% |
07.11.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'772 CHF | 235'772 CHF | 100.00% | 100.00% |