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% | 109.37 % | 110.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'676 CHF | 275'876 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 109.26 % | 110.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'198 CHF | 275'398 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 109.37 % | 110.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'159 CHF | 275'359 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 109.13 % | 110.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'493 CHF | 274'688 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 109.06 % | 109.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'998 CHF | 274'175 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 108.85 % | 109.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'075 CHF | 274'250 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 108.63 % | 109.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'128 CHF | 274'305 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 109.18 % | 110.06 % | 235'000 | 250'000 | 235'035 | 250'000 | 256'622 CHF | 275'161 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 108.89 % | 109.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'239 CHF | 274'419 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 109.13 % | 110.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'936 CHF | 275'136 CHF | 100.00% | 100.00% |