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% | 123.79 % | 124.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'141 CHF | 312'636 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 123.94 % | 124.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 309'721 CHF | 312'208 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 124.17 % | 125.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'064 CHF | 312'564 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 124.04 % | 125.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'756 CHF | 313'256 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 124.56 % | 125.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 311'068 CHF | 313'568 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 124.16 % | 125.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'228 CHF | 312'728 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 124.17 % | 125.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'986 CHF | 313'486 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 124.59 % | 125.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 311'502 CHF | 314'002 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 124.34 % | 125.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'812 CHF | 313'312 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 124.43 % | 125.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'876 CHF | 313'376 CHF | 100.00% | 100.00% |