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 | 1.66% | 118.87 % | 120.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'895 CHF | 302'895 CHF | 100.00% | 100.00% |
19.11.2024 | 1.67% | 118.63 % | 120.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'675 CHF | 301'675 CHF | 100.00% | 100.00% |
18.11.2024 | 1.66% | 119.52 % | 121.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 298'391 CHF | 303'391 CHF | 100.00% | 100.00% |
15.11.2024 | 1.66% | 119.35 % | 121.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 299'585 CHF | 304'585 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 120.77 % | 122.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'885 CHF | 305'885 CHF | 100.00% | 100.00% |
13.11.2024 | 1.65% | 119.76 % | 121.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 299'821 CHF | 304'821 CHF | 100.00% | 100.00% |
12.11.2024 | 1.64% | 120.17 % | 122.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'368 CHF | 307'368 CHF | 100.00% | 100.00% |
11.11.2024 | 1.63% | 122.02 % | 124.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 305'061 CHF | 310'061 CHF | 100.00% | 100.00% |
08.11.2024 | 1.64% | 121.20 % | 123.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 303'258 CHF | 308'258 CHF | 100.00% | 100.00% |
07.11.2024 | 1.62% | 122.29 % | 124.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 305'762 CHF | 310'762 CHF | 100.00% | 100.00% |