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% | 112.96 % | 113.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'149 CHF | 285'424 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 112.92 % | 113.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'167 CHF | 284'439 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 113.34 % | 114.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'155 CHF | 285'430 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 113.39 % | 114.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'712 CHF | 285'987 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 113.94 % | 114.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'062 CHF | 286'338 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 113.45 % | 114.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'496 CHF | 285'771 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 113.27 % | 114.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'343 CHF | 286'620 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 114.47 % | 115.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'015 CHF | 288'315 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 114.02 % | 114.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'095 CHF | 287'394 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 114.29 % | 115.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'936 CHF | 288'236 CHF | 99.99% | 99.99% |