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% | 121.25 % | 122.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'334 CHF | 306'781 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 121.29 % | 122.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 303'490 CHF | 305'929 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 121.09 % | 122.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'435 CHF | 303'860 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 119.83 % | 120.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 299'165 CHF | 301'565 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 119.65 % | 120.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'415 CHF | 299'804 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 119.06 % | 120.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'237 CHF | 299'627 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 118.81 % | 119.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 298'467 CHF | 300'866 CHF | 99.92% | 99.92% |
11.11.2024 | 0.80% | 120.42 % | 121.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'375 CHF | 303'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 118.77 % | 119.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'130 CHF | 299'512 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 119.48 % | 120.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 299'124 CHF | 301'524 CHF | 100.00% | 100.00% |