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% | 88.76 % | 89.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'014 CHF | 226'014 CHF | 99.85% | 99.85% |
19.11.2024 | 0.89% | 89.83 % | 90.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'375 CHF | 226'375 CHF | 99.86% | 99.86% |
18.11.2024 | 0.88% | 90.75 % | 91.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'831 CHF | 227'831 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.33 % | 92.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'521 CHF | 231'521 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 92.29 % | 93.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'825 CHF | 231'825 CHF | 99.96% | 99.96% |
13.11.2024 | 0.87% | 91.09 % | 91.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'945 CHF | 229'945 CHF | 99.88% | 99.88% |
12.11.2024 | 0.86% | 91.84 % | 92.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'722 CHF | 232'722 CHF | 99.94% | 99.94% |
11.11.2024 | 0.85% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'269 CHF | 236'269 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.79 % | 93.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'508 CHF | 232'508 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 93.76 % | 94.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'397 CHF | 235'397 CHF | 100.00% | 100.00% |