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% | 114.04 % | 114.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'409 CHF | 287'709 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 113.87 % | 114.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'795 CHF | 287'079 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 114.17 % | 115.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'477 CHF | 287'777 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 114.32 % | 115.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'208 CHF | 288'508 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 114.69 % | 115.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'320 CHF | 288'620 CHF | 99.96% | 99.96% |
13.11.2024 | 0.80% | 114.27 % | 115.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'610 CHF | 287'910 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 114.33 % | 115.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'372 CHF | 288'672 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 114.83 % | 115.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'001 CHF | 289'301 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 114.46 % | 115.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'101 CHF | 288'401 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 114.61 % | 115.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'417 CHF | 288'717 CHF | 100.00% | 100.00% |