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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.11.2024 | 0.82% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'343 CHF | 246'343 CHF | 100.00% | 100.00% |
28.11.2024 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'302 CHF | 246'302 CHF | 100.00% | 100.00% |
27.11.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'860 CHF | 245'860 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'044 CHF | 250'044 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'462 CHF | 250'462 CHF | 99.56% | 99.56% |
22.11.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'207 CHF | 250'207 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'801 CHF | 249'801 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'148 CHF | 249'148 CHF | 99.99% | 99.99% |
18.11.2024 | 0.81% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'311 CHF | 249'311 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'791 CHF | 249'791 CHF | 100.00% | 100.00% |