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 | 0.86% | 93.18 % | 93.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'702 CHF | 234'702 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 93.20 % | 94.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'918 CHF | 236'918 CHF | 99.94% | 99.94% |
18.11.2024 | 0.84% | 95.04 % | 95.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'693 CHF | 239'693 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.46 % | 96.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'949 CHF | 241'949 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'244 CHF | 249'245 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'324 CHF | 251'328 CHF | 99.97% | 99.97% |
12.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'315 CHF | 254'340 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'617 CHF | 254'642 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'392 CHF | 254'423 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'819 CHF | 255'864 CHF | 100.00% | 100.00% |