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% | 112.48 % | 113.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'517 CHF | 283'774 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 112.46 % | 113.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'101 CHF | 283'352 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 112.67 % | 113.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'445 CHF | 283'695 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 112.52 % | 113.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'450 CHF | 283'700 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 112.79 % | 113.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'665 CHF | 283'927 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 112.49 % | 113.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'204 CHF | 283'454 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 112.53 % | 113.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'718 CHF | 283'984 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 112.93 % | 113.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'110 CHF | 284'385 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 112.58 % | 113.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'522 CHF | 283'777 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 112.83 % | 113.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'251 CHF | 284'526 CHF | 100.00% | 100.00% |