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 | 0.91% | 86.93 % | 87.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'593 CHF | 221'593 CHF | 99.91% | 99.91% |
19.11.2024 | 0.91% | 86.90 % | 87.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'069 CHF | 221'069 CHF | 99.08% | 99.08% |
18.11.2024 | 0.87% | 91.45 % | 92.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'841 CHF | 229'841 CHF | 99.97% | 99.97% |
15.11.2024 | 0.88% | 89.49 % | 90.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'295 CHF | 229'295 CHF | 99.99% | 99.99% |
14.11.2024 | 0.86% | 93.04 % | 93.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'070 CHF | 233'070 CHF | 99.80% | 99.80% |
13.11.2024 | 0.88% | 90.56 % | 91.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'035 CHF | 229'035 CHF | 99.64% | 99.64% |
12.11.2024 | 0.87% | 91.16 % | 91.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'880 CHF | 231'880 CHF | 99.92% | 99.92% |
11.11.2024 | 0.84% | 93.65 % | 94.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'804 CHF | 237'804 CHF | 99.94% | 99.94% |
08.11.2024 | 0.85% | 93.53 % | 94.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'069 CHF | 237'069 CHF | 99.79% | 99.79% |
07.11.2024 | 0.84% | 94.26 % | 95.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'940 CHF | 238'940 CHF | 99.95% | 99.95% |