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 | 0.91% | 87.53 % | 88.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'803 CHF | 221'803 CHF | 99.90% | 99.90% |
19.11.2024 | 0.91% | 88.10 % | 88.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'899 CHF | 221'899 CHF | 99.64% | 99.64% |
18.11.2024 | 0.89% | 89.16 % | 89.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'077 CHF | 225'077 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.51 % | 90.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'163 CHF | 226'163 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 89.30 % | 90.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'079 CHF | 224'079 CHF | 99.94% | 99.94% |
13.11.2024 | 0.90% | 87.96 % | 88.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'832 CHF | 223'832 CHF | 99.85% | 99.85% |
12.11.2024 | 0.88% | 89.63 % | 90.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'618 CHF | 227'618 CHF | 99.95% | 99.95% |
11.11.2024 | 0.88% | 90.68 % | 91.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'895 CHF | 227'895 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 89.51 % | 90.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'734 CHF | 226'734 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 91.44 % | 92.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'973 CHF | 230'973 CHF | 99.98% | 99.98% |