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 | 0.92% | 86.63 % | 87.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'289 CHF | 219'289 CHF | 99.88% | 99.88% |
19.11.2024 | 0.91% | 87.61 % | 88.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'024 CHF | 221'024 CHF | 99.73% | 99.73% |
18.11.2024 | 0.88% | 89.85 % | 90.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'068 CHF | 228'068 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 90.22 % | 91.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'178 CHF | 226'178 CHF | 99.99% | 99.99% |
14.11.2024 | 0.91% | 88.60 % | 89.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'544 CHF | 220'544 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 85.88 % | 86.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'042 CHF | 215'042 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 84.08 % | 84.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'727 CHF | 214'727 CHF | 99.98% | 99.98% |
11.11.2024 | 0.90% | 88.02 % | 88.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'095 CHF | 222'095 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.22 % | 88.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'125 CHF | 224'125 CHF | 99.92% | 99.92% |
07.11.2024 | 0.85% | 93.76 % | 94.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'799 CHF | 235'799 CHF | 99.95% | 99.95% |