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% | 95.73 % | 96.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'617 CHF | 243'617 CHF | 99.84% | 99.84% |
19.11.2024 | 0.83% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'973 CHF | 242'973 CHF | 99.63% | 99.63% |
18.11.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'181 CHF | 248'181 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.88 % | 98.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'910 CHF | 246'910 CHF | 99.98% | 99.98% |
14.11.2024 | 0.83% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'069 CHF | 241'069 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 93.93 % | 94.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'750 CHF | 238'750 CHF | 99.65% | 99.65% |
12.11.2024 | 0.82% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'819 CHF | 245'819 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'812 CHF | 245'812 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.51 % | 96.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'924 CHF | 241'924 CHF | 99.80% | 99.80% |
07.11.2024 | 0.81% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'390 CHF | 249'390 CHF | 99.26% | 99.26% |