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 | 0.86% | 92.27 % | 93.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'875 CHF | 233'875 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 92.37 % | 93.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'462 CHF | 232'462 CHF | 99.99% | 99.99% |
18.11.2024 | 0.86% | 92.30 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'832 CHF | 232'832 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.14 % | 92.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'236 CHF | 233'236 CHF | 99.94% | 99.94% |
14.11.2024 | 0.86% | 93.20 % | 94.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'882 CHF | 233'882 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 92.19 % | 92.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'968 CHF | 231'968 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 91.99 % | 92.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'994 CHF | 232'994 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.12 % | 93.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'309 CHF | 235'309 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'425 CHF | 235'425 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.08 % | 94.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'791 CHF | 237'791 CHF | 100.00% | 100.00% |