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 | 0.83% | 95.62 % | 96.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'503 CHF | 241'503 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'569 CHF | 241'569 CHF | 99.95% | 99.95% |
18.11.2024 | 0.82% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'837 CHF | 243'837 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.32 % | 97.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'597 CHF | 243'597 CHF | 99.99% | 99.99% |
14.11.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'259 CHF | 244'259 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.46 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'218 CHF | 243'218 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'873 CHF | 243'873 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.27 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'613 CHF | 245'613 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'310 CHF | 245'310 CHF | 99.95% | 99.95% |
07.11.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'895 CHF | 245'895 CHF | 100.00% | 100.00% |