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 | 0.81% | 123.25 % | 124.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'746 CHF | 311'246 CHF | 99.93% | 99.93% |
19.11.2024 | 0.81% | 123.22 % | 124.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'224 CHF | 310'724 CHF | 99.87% | 99.87% |
18.11.2024 | 0.81% | 123.67 % | 124.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 309'032 CHF | 311'532 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 123.75 % | 124.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'043 CHF | 312'543 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 124.31 % | 125.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'184 CHF | 312'684 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 123.66 % | 124.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'891 CHF | 311'391 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 123.67 % | 124.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'079 CHF | 312'579 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 124.53 % | 125.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 311'319 CHF | 313'819 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 123.88 % | 124.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 309'918 CHF | 312'418 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 124.25 % | 125.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'470 CHF | 312'970 CHF | 100.00% | 100.00% |