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% | 123.48 % | 124.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 309'564 CHF | 312'049 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 123.05 % | 124.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 307'986 CHF | 310'460 CHF | 99.76% | 99.76% |
18.11.2024 | 0.80% | 123.13 % | 124.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 306'666 CHF | 309'129 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 122.01 % | 122.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'141 CHF | 306'590 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 121.93 % | 122.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'608 CHF | 305'041 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 121.64 % | 122.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 303'670 CHF | 306'114 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 120.72 % | 121.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 303'539 CHF | 305'979 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 122.42 % | 123.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 306'363 CHF | 308'818 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 120.92 % | 121.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'388 CHF | 304'815 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 121.70 % | 122.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'543 CHF | 306'991 CHF | 100.00% | 100.00% |