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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.80% | 116.51 % | 117.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'434 CHF | 293'784 CHF | 99.86% | 99.86% |
22.11.2024 | 0.80% | 116.41 % | 117.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'495 CHF | 292'824 CHF | 99.93% | 99.93% |
20.11.2024 | 0.80% | 115.63 % | 116.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'505 CHF | 291'830 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 115.54 % | 116.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'982 CHF | 291'307 CHF | 99.71% | 99.71% |
18.11.2024 | 0.80% | 115.84 % | 116.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'645 CHF | 291'970 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 116.01 % | 116.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'448 CHF | 292'773 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 116.27 % | 117.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'283 CHF | 292'608 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 115.78 % | 116.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'453 CHF | 291'778 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 115.91 % | 116.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'402 CHF | 292'728 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 116.46 % | 117.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'084 CHF | 293'428 CHF | 100.00% | 100.00% |