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 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'821 CHF | 241'821 CHF | 99.92% | 99.92% |
19.11.2024 | 0.83% | 95.48 % | 96.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'804 CHF | 240'804 CHF | 99.48% | 99.48% |
18.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'300 CHF | 242'300 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.08 % | 96.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'044 CHF | 243'044 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'478 CHF | 242'478 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.79 % | 96.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'095 CHF | 241'095 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.21 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'979 CHF | 241'979 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'265 CHF | 244'265 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.41 % | 97.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'929 CHF | 243'929 CHF | 99.97% | 99.97% |
07.11.2024 | 0.81% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'737 CHF | 246'737 CHF | 99.99% | 99.99% |