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% | 115.96 % | 116.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'075 CHF | 292'400 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 115.68 % | 116.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'806 CHF | 291'131 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 115.77 % | 116.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'958 CHF | 291'283 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 115.26 % | 116.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'659 CHF | 292'995 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 117.10 % | 118.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'612 CHF | 294'962 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 116.97 % | 117.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'010 CHF | 294'360 CHF | 99.89% | 99.89% |
12.11.2024 | 0.80% | 116.90 % | 117.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'686 CHF | 295'036 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 117.12 % | 118.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 293'024 CHF | 295'374 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 116.87 % | 117.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'256 CHF | 294'606 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 116.99 % | 117.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'011 CHF | 294'358 CHF | 100.00% | 100.00% |