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% | 126.41 % | 127.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'373 CHF | 319'923 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 125.80 % | 126.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 315'202 CHF | 317'731 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 126.08 % | 127.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 313'860 CHF | 316'384 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 124.64 % | 125.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'103 CHF | 312'592 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 124.48 % | 125.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'013 CHF | 310'489 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 123.86 % | 124.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 309'296 CHF | 311'775 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 122.68 % | 123.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 309'114 CHF | 311'597 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 125.25 % | 126.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 313'627 CHF | 316'152 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 123.18 % | 124.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'108 CHF | 310'585 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 124.25 % | 125.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 311'269 CHF | 313'768 CHF | 99.98% | 99.98% |