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 | 0.87% | 91.40 % | 92.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'145 CHF | 231'145 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 91.65 % | 92.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'307 CHF | 232'307 CHF | 99.89% | 99.89% |
18.11.2024 | 0.86% | 93.08 % | 93.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'848 CHF | 234'848 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.26 % | 94.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'457 CHF | 235'457 CHF | 99.98% | 99.98% |
14.11.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'311 CHF | 239'311 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.09 % | 95.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'257 CHF | 238'257 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 94.96 % | 95.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'898 CHF | 240'898 CHF | 99.97% | 99.97% |
11.11.2024 | 0.83% | 96.24 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'895 CHF | 242'895 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.03 % | 96.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'946 CHF | 242'946 CHF | 99.91% | 99.91% |
07.11.2024 | 0.82% | 97.38 % | 98.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'628 CHF | 245'628 CHF | 100.00% | 100.00% |