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 | 0.82% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'972 CHF | 245'972 CHF | 99.90% | 99.90% |
19.11.2024 | 0.82% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'290 CHF | 246'290 CHF | 99.65% | 99.65% |
18.11.2024 | 0.81% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'462 CHF | 246'462 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'662 CHF | 249'662 CHF | 99.94% | 99.94% |
14.11.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'084 CHF | 251'084 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'350 CHF | 250'350 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'579 CHF | 252'595 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'140 CHF | 254'165 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'847 CHF | 252'866 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'456 CHF | 252'467 CHF | 100.00% | 100.00% |