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 | 0.98% | 81.00 % | 81.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'155 CHF | 205'155 CHF | 99.99% | 99.99% |
19.11.2024 | 1.00% | 79.79 % | 80.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'355 CHF | 200'344 CHF | 99.97% | 99.97% |
18.11.2024 | 1.00% | 80.44 % | 81.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'079 CHF | 201'074 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 79.39 % | 80.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'595 CHF | 204'595 CHF | 98.66% | 98.66% |
14.11.2024 | 0.96% | 82.71 % | 83.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'699 CHF | 208'699 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 82.46 % | 83.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'004 CHF | 210'004 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 83.50 % | 84.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'351 CHF | 212'351 CHF | 95.98% | 95.98% |
11.11.2024 | 0.92% | 86.04 % | 86.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'566 CHF | 217'566 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 85.13 % | 85.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'120 CHF | 216'120 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 86.06 % | 86.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'506 CHF | 219'506 CHF | 98.85% | 98.85% |