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% | 155.37 % | 156.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 389'275 CHF | 392'400 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 155.15 % | 156.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 388'049 CHF | 391'168 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 155.47 % | 156.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 387'783 CHF | 390'899 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 154.58 % | 155.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 386'006 CHF | 389'106 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 154.43 % | 155.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 384'912 CHF | 388'006 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 154.00 % | 155.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 384'803 CHF | 387'898 CHF | 99.67% | 99.67% |
12.11.2024 | 0.80% | 153.49 % | 154.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 385'272 CHF | 388'369 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 154.96 % | 156.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 387'683 CHF | 390'798 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 154.02 % | 155.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 385'261 CHF | 388'361 CHF | 99.93% | 99.93% |
07.11.2024 | 0.80% | 154.54 % | 155.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 386'642 CHF | 389'744 CHF | 100.00% | 100.00% |