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% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'508 CHF | 248'508 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'525 CHF | 246'525 CHF | 99.83% | 99.83% |
18.11.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'523 CHF | 248'523 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'669 CHF | 247'669 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'118 CHF | 247'118 CHF | 99.99% | 99.99% |
13.11.2024 | 0.81% | 97.73 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'053 CHF | 247'053 CHF | 99.99% | 99.99% |
12.11.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'624 CHF | 248'624 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'001 CHF | 249'001 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'154 CHF | 248'154 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'521 CHF | 249'521 CHF | 100.00% | 100.00% |