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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.88% | 90.82 % | 91.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'464 CHF | 229'464 CHF | 100.00% | 100.00% |
20.11.2024 | 0.89% | 89.55 % | 90.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'769 CHF | 226'769 CHF | 99.94% | 99.94% |
19.11.2024 | 0.88% | 89.71 % | 90.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'251 CHF | 227'251 CHF | 99.99% | 99.99% |
18.11.2024 | 0.90% | 89.20 % | 90.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'431 CHF | 223'431 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 87.61 % | 88.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'826 CHF | 220'826 CHF | 99.88% | 99.88% |
14.11.2024 | 0.91% | 87.59 % | 88.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'698 CHF | 219'698 CHF | 99.98% | 99.98% |
13.11.2024 | 0.90% | 88.17 % | 88.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'981 CHF | 223'981 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 88.33 % | 89.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'144 CHF | 223'144 CHF | 99.97% | 99.97% |
11.11.2024 | 0.87% | 89.65 % | 90.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'169 CHF | 232'169 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 92.96 % | 93.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'136 CHF | 235'136 CHF | 100.00% | 100.00% |