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 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'347 CHF | 249'347 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'437 CHF | 249'437 CHF | 99.90% | 99.90% |
18.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'310 CHF | 248'310 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'120 CHF | 248'120 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'887 CHF | 247'887 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'925 CHF | 247'925 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'573 CHF | 249'573 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.95 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'112 CHF | 249'112 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.18 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'088 CHF | 247'088 CHF | 99.99% | 99.99% |
07.11.2024 | 0.82% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'843 CHF | 244'843 CHF | 100.00% | 100.00% |