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 | 0.90% | 87.45 % | 88.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'407 CHF | 222'407 CHF | 99.91% | 99.91% |
19.11.2024 | 0.89% | 89.23 % | 90.03 % | 250'000 | 240'000 | 250'000 | 246'333 | 223'877 CHF | 222'577 CHF | 99.77% | 99.77% |
18.11.2024 | 0.88% | 91.27 % | 92.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'250 CHF | 229'250 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.39 % | 91.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'148 CHF | 229'148 CHF | 99.99% | 99.99% |
14.11.2024 | 0.88% | 91.51 % | 92.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'784 CHF | 228'784 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 89.25 % | 90.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'491 CHF | 225'491 CHF | 99.82% | 99.82% |
12.11.2024 | 0.89% | 88.92 % | 89.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'612 CHF | 226'612 CHF | 99.99% | 99.99% |
11.11.2024 | 0.87% | 91.88 % | 92.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'545 CHF | 231'545 CHF | 99.99% | 99.99% |
08.11.2024 | 0.87% | 90.82 % | 91.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'937 CHF | 229'937 CHF | 99.87% | 99.87% |
07.11.2024 | 0.86% | 92.34 % | 93.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'963 CHF | 233'963 CHF | 99.99% | 99.99% |