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% | 108.05 % | 108.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'936 CHF | 273'111 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 108.05 % | 108.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'123 CHF | 272'297 CHF | 99.90% | 99.90% |
18.11.2024 | 0.80% | 108.69 % | 109.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'342 CHF | 273'517 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 108.63 % | 109.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'449 CHF | 274'639 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 109.71 % | 110.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'282 CHF | 275'480 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 109.04 % | 109.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'617 CHF | 274'811 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 109.22 % | 110.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'239 CHF | 276'439 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 110.46 % | 111.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'142 CHF | 278'367 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 109.82 % | 110.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'843 CHF | 277'047 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 110.47 % | 111.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'842 CHF | 278'057 CHF | 100.00% | 100.00% |