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% | 131.51 % | 132.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'729 CHF | 333'384 CHF | 99.91% | 99.91% |
19.11.2024 | 0.80% | 130.95 % | 132.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 327'582 CHF | 330'210 CHF | 99.74% | 99.74% |
18.11.2024 | 0.80% | 131.45 % | 132.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 327'262 CHF | 329'889 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 130.03 % | 131.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 324'222 CHF | 326'826 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 130.30 % | 131.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'937 CHF | 325'531 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 129.52 % | 130.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 323'495 CHF | 326'094 CHF | 99.45% | 99.45% |
12.11.2024 | 0.80% | 128.88 % | 129.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 324'771 CHF | 327'380 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 131.38 % | 132.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 328'206 CHF | 330'842 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 129.19 % | 130.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 323'249 CHF | 325'850 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 130.86 % | 131.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 327'821 CHF | 330'454 CHF | 99.93% | 99.93% |