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 | 2.00% | 131.45 % | 134.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 329'546 CHF | 336'203 CHF | 100.00% | 100.00% |
19.11.2024 | 2.00% | 131.15 % | 133.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 327'908 CHF | 334'534 CHF | 100.00% | 100.00% |
18.11.2024 | 2.00% | 132.27 % | 134.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'090 CHF | 336'757 CHF | 100.00% | 100.00% |
15.11.2024 | 2.00% | 132.04 % | 134.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 331'561 CHF | 338'260 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 133.91 % | 136.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 333'196 CHF | 339'924 CHF | 100.00% | 100.00% |
13.11.2024 | 2.00% | 132.69 % | 135.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 331'806 CHF | 338'508 CHF | 100.00% | 100.00% |
12.11.2024 | 2.00% | 133.06 % | 135.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 335'098 CHF | 341'870 CHF | 100.00% | 100.00% |
11.11.2024 | 2.00% | 135.39 % | 138.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 338'551 CHF | 345'392 CHF | 100.00% | 100.00% |
08.11.2024 | 2.00% | 134.30 % | 137.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'127 CHF | 342'916 CHF | 100.00% | 100.00% |
07.11.2024 | 2.00% | 135.72 % | 138.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 339'395 CHF | 346'250 CHF | 100.00% | 100.00% |