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 | 0.01% | 94.92 % | 94.93 % | 260'000 | 260'000 | 260'000 | 260'000 | 247'577 CHF | 247'603 CHF | 100.00% | 100.00% |
19.11.2024 | 0.01% | 95.05 % | 95.06 % | 260'000 | 260'000 | 260'000 | 260'000 | 246'426 CHF | 246'452 CHF | 89.35% | 89.35% |
18.11.2024 | 0.01% | 95.17 % | 95.18 % | 260'000 | 260'000 | 260'000 | 260'000 | 248'369 CHF | 248'395 CHF | 99.67% | 99.67% |
15.11.2024 | 0.01% | 95.43 % | 95.44 % | 260'000 | 260'000 | 260'000 | 260'000 | 250'205 CHF | 250'231 CHF | 100.00% | 100.00% |
14.11.2024 | 0.01% | 97.01 % | 97.02 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'256 CHF | 252'282 CHF | 100.00% | 100.00% |
13.11.2024 | 0.01% | 96.76 % | 96.77 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'237 CHF | 252'263 CHF | 100.00% | 100.00% |
12.11.2024 | 0.01% | 97.04 % | 97.05 % | 260'000 | 260'000 | 260'000 | 260'000 | 253'085 CHF | 253'111 CHF | 98.73% | 98.73% |
11.11.2024 | 0.01% | 97.35 % | 97.36 % | 260'000 | 260'000 | 260'000 | 260'000 | 253'137 CHF | 253'163 CHF | 100.00% | 100.00% |
08.11.2024 | 0.01% | 97.27 % | 97.28 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'988 CHF | 253'014 CHF | 99.84% | 99.84% |
07.11.2024 | 0.01% | 97.16 % | 97.17 % | 260'000 | 260'000 | 260'000 | 260'000 | 252'351 CHF | 252'377 CHF | 100.00% | 100.00% |