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 | 0.93% | 85.17 % | 85.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'057 CHF | 215'057 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 85.25 % | 86.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'323 CHF | 215'323 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 85.57 % | 86.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'852 CHF | 215'852 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 85.46 % | 86.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'965 CHF | 215'965 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 85.68 % | 86.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'713 CHF | 215'713 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 85.23 % | 86.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'251 CHF | 215'251 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 85.43 % | 86.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'528 CHF | 215'528 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 85.53 % | 86.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'001 CHF | 216'001 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 85.51 % | 86.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'978 CHF | 215'978 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 85.67 % | 86.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'246 CHF | 216'246 CHF | 100.00% | 100.00% |