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 | 2.63% | 111.96 % | 114.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'419 CHF | 287'894 CHF | 100.00% | 100.00% |
19.11.2024 | 2.64% | 111.83 % | 114.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'626 CHF | 287'101 CHF | 100.00% | 100.00% |
18.11.2024 | 2.63% | 112.39 % | 115.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'703 CHF | 288'178 CHF | 100.00% | 100.00% |
15.11.2024 | 2.62% | 112.25 % | 115.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'458 CHF | 288'934 CHF | 100.00% | 100.00% |
14.11.2024 | 2.61% | 113.19 % | 116.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'270 CHF | 289'745 CHF | 100.00% | 100.00% |
13.11.2024 | 2.62% | 112.53 % | 115.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'564 CHF | 289'039 CHF | 100.00% | 100.00% |
12.11.2024 | 2.61% | 112.79 % | 115.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'192 CHF | 290'667 CHF | 100.00% | 100.00% |
11.11.2024 | 2.59% | 113.95 % | 116.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'902 CHF | 292'377 CHF | 100.00% | 100.00% |
08.11.2024 | 2.60% | 113.40 % | 116.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'681 CHF | 291'156 CHF | 100.00% | 100.00% |
07.11.2024 | 2.59% | 114.12 % | 117.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'350 CHF | 292'825 CHF | 100.00% | 100.00% |