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% | 119.91 % | 120.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'493 CHF | 302'912 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 120.06 % | 121.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'025 CHF | 302'429 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 120.29 % | 121.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'334 CHF | 302'742 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 120.15 % | 121.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'011 CHF | 303'436 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 120.67 % | 121.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'456 CHF | 303'881 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 120.33 % | 121.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'597 CHF | 303'022 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 120.36 % | 121.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'322 CHF | 303'747 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 120.69 % | 121.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'787 CHF | 304'212 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 120.34 % | 121.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'759 CHF | 303'184 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 120.52 % | 121.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'064 CHF | 303'489 CHF | 100.00% | 100.00% |