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% | 97.66 % | 98.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'187 CHF | 247'187 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.94 % | 98.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'549 CHF | 246'549 CHF | 99.99% | 99.99% |
18.11.2024 | 0.81% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'792 CHF | 246'792 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'047 CHF | 249'047 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'605 CHF | 250'605 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.46 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'993 CHF | 249'993 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'998 CHF | 248'998 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.58 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'829 CHF | 247'829 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'414 CHF | 248'414 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'168 CHF | 248'168 CHF | 99.99% | 99.99% |