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% | 84.20 % | 85.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'124 CHF | 214'124 CHF | 99.91% | 99.91% |
19.11.2024 | 0.95% | 84.59 % | 85.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'497 CHF | 212'497 CHF | 99.70% | 99.70% |
18.11.2024 | 0.94% | 84.70 % | 85.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'655 CHF | 214'655 CHF | 99.99% | 99.99% |
15.11.2024 | 0.94% | 84.25 % | 85.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'189 CHF | 213'189 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 83.90 % | 84.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'645 CHF | 207'645 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 80.36 % | 81.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'029 CHF | 205'028 CHF | 99.85% | 99.85% |
12.11.2024 | 0.94% | 83.11 % | 83.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'225 CHF | 214'225 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 84.83 % | 85.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'433 CHF | 212'433 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 83.04 % | 83.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'417 CHF | 210'417 CHF | 99.77% | 99.77% |
07.11.2024 | 0.91% | 87.10 % | 87.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'883 CHF | 219'883 CHF | 96.86% | 96.86% |