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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.86% | 92.44 % | 93.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'258 CHF | 233'258 CHF | 99.98% | 99.98% |
20.11.2024 | 0.87% | 91.53 % | 92.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'718 CHF | 231'718 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 91.48 % | 92.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'101 CHF | 231'101 CHF | 99.89% | 99.89% |
18.11.2024 | 0.88% | 90.87 % | 91.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'272 CHF | 228'272 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.03 % | 90.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'917 CHF | 227'917 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 90.34 % | 91.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'893 CHF | 226'893 CHF | 99.93% | 99.93% |
13.11.2024 | 0.87% | 90.84 % | 91.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'535 CHF | 230'535 CHF | 99.93% | 99.93% |
12.11.2024 | 0.87% | 91.30 % | 92.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'847 CHF | 231'847 CHF | 99.99% | 99.99% |
11.11.2024 | 0.84% | 93.08 % | 93.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'111 CHF | 238'111 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.10 % | 95.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'007 CHF | 241'007 CHF | 100.00% | 100.00% |