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 | 0.94% | 84.15 % | 84.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'491 CHF | 213'491 CHF | 99.97% | 99.97% |
19.11.2024 | 0.96% | 83.74 % | 84.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'515 CHF | 209'515 CHF | 99.85% | 99.85% |
18.11.2024 | 0.93% | 87.12 % | 87.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'899 CHF | 216'899 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 87.87 % | 88.67 % | 235'000 | 250'000 | 244'175 | 250'000 | 215'303 CHF | 222'448 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 88.79 % | 89.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'311 CHF | 220'311 CHF | 90.78% | 90.78% |
13.11.2024 | 0.85% | 92.94 % | 93.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'088 CHF | 235'088 CHF | 99.84% | 99.84% |
12.11.2024 | 0.85% | 93.33 % | 94.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'366 CHF | 237'366 CHF | 99.98% | 99.98% |
11.11.2024 | 0.83% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'782 CHF | 240'782 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'278 CHF | 240'278 CHF | 99.89% | 99.89% |
07.11.2024 | 0.82% | 96.90 % | 97.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'947 CHF | 244'947 CHF | 100.00% | 100.00% |