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 | 0.88% | 89.51 % | 90.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'298 CHF | 228'298 CHF | 99.82% | 99.82% |
19.11.2024 | 0.89% | 89.60 % | 90.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'570 CHF | 226'570 CHF | 99.68% | 99.68% |
18.11.2024 | 0.88% | 91.36 % | 92.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'273 CHF | 229'273 CHF | 99.99% | 99.99% |
15.11.2024 | 0.89% | 89.99 % | 90.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'976 CHF | 226'976 CHF | 99.94% | 99.94% |
14.11.2024 | 0.88% | 92.76 % | 93.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'312 CHF | 229'312 CHF | 99.83% | 99.83% |
13.11.2024 | 0.87% | 91.77 % | 92.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'755 CHF | 231'755 CHF | 99.82% | 99.82% |
12.11.2024 | 0.87% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'120 CHF | 231'120 CHF | 20.81% | 20.81% |
11.11.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'237 CHF | 240'237 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.32 % | 93.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'535 CHF | 234'535 CHF | 99.80% | 99.80% |
07.11.2024 | 0.84% | 94.33 % | 95.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'213 CHF | 239'213 CHF | 99.90% | 99.90% |