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 | 0.85% | 92.13 % | 92.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'362 CHF | 237'362 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 94.09 % | 94.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'014 CHF | 237'014 CHF | 99.66% | 99.66% |
18.11.2024 | 0.85% | 94.30 % | 95.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'387 CHF | 235'387 CHF | 99.99% | 99.99% |
15.11.2024 | 0.85% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'578 CHF | 236'578 CHF | 99.99% | 99.99% |
14.11.2024 | 0.85% | 94.40 % | 95.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'564 CHF | 237'564 CHF | 99.96% | 99.96% |
13.11.2024 | 0.84% | 94.03 % | 94.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'473 CHF | 238'473 CHF | 99.81% | 99.81% |
12.11.2024 | 0.83% | 95.13 % | 95.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'127 CHF | 241'127 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.91 % | 96.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'604 CHF | 242'604 CHF | 99.99% | 99.99% |
08.11.2024 | 0.83% | 96.38 % | 97.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'150 CHF | 243'150 CHF | 99.97% | 99.97% |
07.11.2024 | 0.82% | 96.57 % | 97.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'841 CHF | 243'841 CHF | 99.95% | 99.95% |