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 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'699 CHF | 250'699 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 99.64 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'612 CHF | 250'612 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'364 CHF | 250'364 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'237 CHF | 249'237 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'805 CHF | 249'805 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'871 CHF | 245'871 CHF | 99.86% | 99.86% |
12.11.2024 | 0.81% | 97.01 % | 97.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'462 CHF | 246'462 CHF | 99.97% | 99.97% |
11.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'441 CHF | 248'441 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'242 CHF | 249'242 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'551 CHF | 250'551 CHF | 99.99% | 99.99% |