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% | 107.80 % | 108.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'019 CHF | 273'194 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 107.85 % | 108.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'357 CHF | 272'531 CHF | 99.81% | 99.81% |
18.11.2024 | 0.80% | 108.85 % | 109.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'022 CHF | 275'216 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 109.72 % | 110.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'237 CHF | 277'450 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 111.96 % | 112.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'859 CHF | 281'100 CHF | 99.89% | 99.89% |
13.11.2024 | 0.80% | 112.31 % | 113.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'472 CHF | 283'734 CHF | 99.91% | 99.91% |
12.11.2024 | 0.80% | 112.18 % | 113.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'863 CHF | 283'113 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 113.02 % | 113.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'605 CHF | 284'880 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 112.20 % | 113.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'294 CHF | 283'549 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 113.23 % | 114.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'622 CHF | 284'894 CHF | 100.00% | 100.00% |