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 | 0.80% | 108.44 % | 109.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'911 CHF | 275'105 CHF | 99.80% | 99.80% |
19.11.2024 | 0.80% | 108.83 % | 109.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'684 CHF | 274'876 CHF | 99.72% | 99.72% |
18.11.2024 | 0.80% | 110.51 % | 111.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'934 CHF | 279'159 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 111.12 % | 112.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'509 CHF | 281'751 CHF | 99.94% | 99.94% |
14.11.2024 | 0.80% | 114.38 % | 115.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'677 CHF | 286'965 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 114.10 % | 115.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'220 CHF | 288'518 CHF | 99.86% | 99.86% |
12.11.2024 | 0.80% | 114.08 % | 115.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'375 CHF | 288'675 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 115.98 % | 116.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'348 CHF | 292'673 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 114.89 % | 115.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'417 CHF | 290'732 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 116.36 % | 117.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'907 CHF | 293'243 CHF | 100.00% | 100.00% |