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% | 123.21 % | 124.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'983 CHF | 311'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 122.72 % | 123.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 307'020 CHF | 309'488 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 122.70 % | 123.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 305'468 CHF | 307'919 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 121.45 % | 122.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'612 CHF | 305'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 121.41 % | 122.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'984 CHF | 303'400 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 121.10 % | 122.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'379 CHF | 304'804 CHF | 99.81% | 99.81% |
12.11.2024 | 0.80% | 120.09 % | 121.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'113 CHF | 304'538 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 121.99 % | 122.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 305'298 CHF | 307'748 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 120.29 % | 121.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'814 CHF | 303'234 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 121.17 % | 122.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 303'346 CHF | 305'783 CHF | 99.99% | 99.99% |