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 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'685 CHF | 248'685 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'947 CHF | 247'947 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'613 CHF | 247'613 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'121 CHF | 247'121 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'636 CHF | 252'648 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'627 CHF | 251'627 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'330 CHF | 252'334 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'701 CHF | 253'726 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'401 CHF | 253'426 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'988 CHF | 254'013 CHF | 100.00% | 100.00% |