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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.80% | 111.07 % | 111.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'389 CHF | 279'614 CHF | 99.57% | 99.57% |
22.11.2024 | 0.80% | 110.91 % | 111.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'843 CHF | 279'068 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 109.58 % | 110.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'587 CHF | 276'787 CHF | 99.84% | 99.84% |
19.11.2024 | 0.80% | 109.59 % | 110.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'275 CHF | 276'475 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 109.58 % | 110.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'364 CHF | 275'564 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 109.04 % | 109.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'331 CHF | 274'515 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 108.95 % | 109.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'441 CHF | 273'616 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 108.53 % | 109.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'264 CHF | 273'439 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 108.49 % | 109.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'000 CHF | 274'178 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 109.39 % | 110.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'544 CHF | 275'744 CHF | 100.00% | 100.00% |