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 | 0.82% | 96.72 % | 97.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'956 CHF | 243'956 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.74 % | 97.54 % | 250'000 | 240'000 | 250'000 | 241'314 | 242'069 CHF | 235'593 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.14 % | 97.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'739 CHF | 244'739 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'951 CHF | 244'951 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'898 CHF | 244'898 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.96 % | 97.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'551 CHF | 244'551 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'897 CHF | 244'897 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'650 CHF | 245'650 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.22 % | 98.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'231 CHF | 245'231 CHF | 99.88% | 99.88% |
07.11.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'761 CHF | 245'761 CHF | 100.00% | 100.00% |