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 | 1.24% | 79.80 % | 80.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'835 CHF | 202'335 CHF | 98.59% | 98.59% |
19.11.2024 | 1.01% | 79.40 % | 80.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'952 CHF | 199'952 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 79.60 % | 80.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'161 CHF | 200'161 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 79.10 % | 79.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'680 CHF | 201'680 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 80.80 % | 81.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'928 CHF | 203'928 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 80.90 % | 81.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'291 CHF | 205'291 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 81.50 % | 82.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'360 CHF | 206'360 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 82.70 % | 83.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'047 CHF | 209'047 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 82.20 % | 83.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'566 CHF | 208'566 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 83.00 % | 83.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'850 CHF | 210'850 CHF | 100.00% | 100.00% |