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% | 85.53 % | 86.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'281 CHF | 217'281 CHF | 99.84% | 99.84% |
19.11.2024 | 0.92% | 85.61 % | 86.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'523 CHF | 217'523 CHF | 99.63% | 99.63% |
18.11.2024 | 0.89% | 89.69 % | 90.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'518 CHF | 225'518 CHF | 99.99% | 99.99% |
15.11.2024 | 0.89% | 88.21 % | 89.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'254 CHF | 225'254 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 91.38 % | 92.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'812 CHF | 228'812 CHF | 99.89% | 99.89% |
13.11.2024 | 0.89% | 89.76 % | 90.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'657 CHF | 226'657 CHF | 99.98% | 99.98% |
12.11.2024 | 0.88% | 90.00 % | 90.80 % | 250'000 | 240'000 | 250'000 | 240'148 | 226'828 CHF | 219'811 CHF | 99.92% | 99.92% |
11.11.2024 | 0.85% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'207 CHF | 235'207 CHF | 99.92% | 99.92% |
08.11.2024 | 0.86% | 92.21 % | 93.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'711 CHF | 233'711 CHF | 99.76% | 99.76% |
07.11.2024 | 0.85% | 93.11 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'495 CHF | 236'495 CHF | 99.91% | 99.91% |