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 | 0.94% | 83.36 % | 84.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'934 CHF | 212'934 CHF | 99.99% | 99.99% |
19.11.2024 | 0.95% | 83.94 % | 84.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'464 CHF | 212'464 CHF | 99.63% | 99.63% |
18.11.2024 | 0.92% | 86.34 % | 87.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'307 CHF | 217'307 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 86.01 % | 86.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'633 CHF | 218'633 CHF | 93.23% | 93.23% |
14.11.2024 | 0.90% | 89.22 % | 90.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'098 CHF | 222'098 CHF | 99.97% | 99.97% |
13.11.2024 | 0.91% | 87.23 % | 88.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'471 CHF | 220'471 CHF | 99.72% | 99.72% |
12.11.2024 | 0.90% | 86.96 % | 87.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'167 CHF | 222'167 CHF | 99.97% | 99.97% |
11.11.2024 | 0.88% | 90.40 % | 91.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'586 CHF | 228'586 CHF | 99.73% | 99.73% |
08.11.2024 | 0.89% | 88.86 % | 89.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'243 CHF | 226'243 CHF | 99.81% | 99.81% |
07.11.2024 | 0.87% | 90.97 % | 91.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'979 CHF | 230'979 CHF | 99.97% | 99.97% |