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% | 117.55 % | 118.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'594 CHF | 296'965 CHF | 99.84% | 99.84% |
19.11.2024 | 0.80% | 117.76 % | 118.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'195 CHF | 296'557 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 117.94 % | 118.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'467 CHF | 296'842 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 117.81 % | 118.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'172 CHF | 297'547 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 118.36 % | 119.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'623 CHF | 297'998 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 117.96 % | 118.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'765 CHF | 297'140 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 117.99 % | 118.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'521 CHF | 297'896 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 118.40 % | 119.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'016 CHF | 298'391 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 118.03 % | 118.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'048 CHF | 297'423 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 118.21 % | 119.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'325 CHF | 297'700 CHF | 100.00% | 100.00% |