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 | 0.95% | 82.98 % | 83.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'228 CHF | 211'228 CHF | 99.98% | 99.98% |
19.11.2024 | 0.95% | 83.42 % | 84.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'885 CHF | 210'885 CHF | 99.80% | 99.80% |
18.11.2024 | 0.93% | 85.44 % | 86.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'840 CHF | 215'840 CHF | 99.97% | 99.97% |
15.11.2024 | 0.92% | 85.94 % | 86.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'762 CHF | 218'762 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 88.46 % | 89.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'403 CHF | 221'403 CHF | 99.98% | 99.98% |
13.11.2024 | 0.91% | 87.09 % | 87.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'770 CHF | 220'770 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 87.43 % | 88.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'780 CHF | 222'780 CHF | 98.87% | 98.87% |
11.11.2024 | 0.88% | 90.83 % | 91.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'975 CHF | 227'975 CHF | 99.99% | 99.99% |
08.11.2024 | 0.89% | 89.46 % | 90.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'658 CHF | 226'658 CHF | 99.88% | 99.88% |
07.11.2024 | 0.87% | 91.84 % | 92.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'980 CHF | 231'980 CHF | 100.00% | 100.00% |