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 | 0.72% | 96.35 % | 97.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'586 CHF | 243'336 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 96.56 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'985 CHF | 242'735 CHF | 89.36% | 89.36% |
18.11.2024 | 0.72% | 96.64 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'366 CHF | 243'116 CHF | 99.66% | 99.66% |
15.11.2024 | 0.72% | 96.80 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'591 CHF | 244'341 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 97.62 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'366 CHF | 245'116 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 97.53 % | 98.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'613 CHF | 245'363 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 97.55 % | 98.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'520 CHF | 246'270 CHF | 98.75% | 98.75% |
11.11.2024 | 0.71% | 98.19 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'759 CHF | 247'509 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 98.52 % | 99.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'899 CHF | 248'649 CHF | 99.83% | 99.83% |
07.11.2024 | 0.70% | 98.90 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'026 CHF | 249'776 CHF | 100.00% | 100.00% |