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% | 110.70 % | 111.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'041 CHF | 279'266 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 110.66 % | 111.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'718 CHF | 278'943 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 110.65 % | 111.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'324 CHF | 278'549 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 110.32 % | 111.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'652 CHF | 277'875 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 110.36 % | 111.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'244 CHF | 277'453 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 110.13 % | 111.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'342 CHF | 277'547 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 110.09 % | 110.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'644 CHF | 277'866 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 110.60 % | 111.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'583 CHF | 278'808 CHF | 99.94% | 99.94% |
08.11.2024 | 0.80% | 110.29 % | 111.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'695 CHF | 277'920 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 110.47 % | 111.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'314 CHF | 278'540 CHF | 100.00% | 100.00% |