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% | 95.92 % | 96.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'890 CHF | 241'890 CHF | 99.95% | 99.95% |
19.11.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'377 CHF | 241'377 CHF | 99.80% | 99.80% |
18.11.2024 | 0.83% | 96.06 % | 96.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'853 CHF | 241'853 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'859 CHF | 243'859 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.46 % | 98.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'501 CHF | 245'501 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.37 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'184 CHF | 245'184 CHF | 99.99% | 99.99% |
12.11.2024 | 0.81% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'127 CHF | 247'127 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'469 CHF | 248'469 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 225'000 | 250'000 | 225'100 | 246'382 CHF | 223'643 CHF | 99.90% | 99.90% |
07.11.2024 | 0.81% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'404 CHF | 249'404 CHF | 100.00% | 100.00% |