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 | 0.91% | 87.33 % | 88.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'923 CHF | 220'923 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 87.38 % | 88.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'477 CHF | 221'477 CHF | 99.91% | 99.91% |
18.11.2024 | 0.89% | 89.44 % | 90.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'083 CHF | 226'083 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 88.35 % | 89.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'044 CHF | 227'044 CHF | 99.98% | 99.98% |
14.11.2024 | 0.88% | 91.03 % | 91.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'400 CHF | 229'400 CHF | 99.91% | 99.91% |
13.11.2024 | 0.88% | 90.13 % | 90.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'871 CHF | 227'871 CHF | 99.97% | 99.97% |
12.11.2024 | 0.87% | 90.69 % | 91.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'847 CHF | 229'847 CHF | 99.95% | 99.95% |
11.11.2024 | 0.86% | 92.15 % | 92.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'918 CHF | 232'918 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.03 % | 92.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'288 CHF | 232'288 CHF | 99.82% | 99.82% |
07.11.2024 | 0.86% | 92.37 % | 93.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'331 CHF | 234'331 CHF | 99.96% | 99.96% |