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% | 95.17 % | 95.97 % | 250'000 | 240'000 | 250'000 | 240'311 | 239'554 CHF | 232'193 CHF | 99.96% | 99.96% |
19.11.2024 | 0.83% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'009 CHF | 241'009 CHF | 99.72% | 99.72% |
18.11.2024 | 0.84% | 96.05 % | 96.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'859 CHF | 239'859 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'327 CHF | 241'327 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.34 % | 97.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'253 CHF | 243'253 CHF | 99.99% | 99.99% |
13.11.2024 | 0.82% | 96.86 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'803 CHF | 244'803 CHF | 99.78% | 99.78% |
12.11.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'385 CHF | 246'385 CHF | 99.95% | 99.95% |
11.11.2024 | 0.81% | 98.02 % | 98.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'531 CHF | 247'531 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'302 CHF | 248'302 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'296 CHF | 246'296 CHF | 99.98% | 99.98% |