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 | 0.98% | 79.98 % | 80.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'208 CHF | 204'208 CHF | 99.96% | 99.96% |
19.11.2024 | 0.99% | 80.61 % | 81.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'461 CHF | 202'461 CHF | 99.94% | 99.94% |
18.11.2024 | 0.98% | 81.10 % | 81.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'570 CHF | 205'570 CHF | 98.67% | 98.67% |
15.11.2024 | 0.98% | 80.74 % | 81.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'294 CHF | 204'294 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 80.29 % | 81.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'309 CHF | 198'281 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 76.45 % | 77.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'643 CHF | 195'587 CHF | 99.73% | 99.73% |
12.11.2024 | 0.98% | 79.57 % | 80.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'196 CHF | 205'196 CHF | 99.99% | 99.99% |
11.11.2024 | 0.99% | 81.26 % | 82.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'269 CHF | 203'266 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 79.26 % | 80.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'218 CHF | 201'215 CHF | 99.39% | 99.39% |
07.11.2024 | 0.95% | 83.72 % | 84.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'506 CHF | 211'506 CHF | 99.20% | 99.20% |