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% | 88.40 % | 89.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'867 CHF | 224'867 CHF | 99.96% | 99.96% |
19.11.2024 | 0.90% | 88.49 % | 89.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'316 CHF | 224'316 CHF | 99.70% | 99.70% |
18.11.2024 | 0.88% | 90.31 % | 91.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'034 CHF | 227'034 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.24 % | 90.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'299 CHF | 225'299 CHF | 99.98% | 99.98% |
14.11.2024 | 0.88% | 91.32 % | 92.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'165 CHF | 227'165 CHF | 99.97% | 99.97% |
13.11.2024 | 0.88% | 90.60 % | 91.40 % | 250'000 | 247'000 | 250'000 | 249'033 | 226'783 CHF | 227'902 CHF | 99.94% | 99.94% |
12.11.2024 | 0.87% | 90.12 % | 90.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'623 CHF | 229'623 CHF | 99.97% | 99.97% |
11.11.2024 | 0.86% | 92.72 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'756 CHF | 234'756 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'295 CHF | 231'295 CHF | 99.75% | 99.75% |
07.11.2024 | 0.86% | 92.69 % | 93.49 % | 250'000 | 245'000 | 250'000 | 245'534 | 232'829 CHF | 230'634 CHF | 99.97% | 99.97% |