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% | 113.09 % | 114.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'431 CHF | 286'716 CHF | 99.98% | 99.98% |
19.11.2024 | 0.80% | 112.77 % | 113.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'977 CHF | 284'243 CHF | 99.83% | 99.83% |
18.11.2024 | 0.80% | 113.33 % | 114.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'009 CHF | 285'284 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 113.21 % | 114.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'791 CHF | 286'066 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 114.54 % | 115.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'012 CHF | 287'302 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 114.37 % | 115.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'233 CHF | 288'532 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 114.10 % | 115.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'552 CHF | 289'863 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 116.43 % | 117.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'184 CHF | 293'527 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 114.82 % | 115.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'146 CHF | 289'449 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 115.51 % | 116.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'335 CHF | 291'660 CHF | 99.97% | 99.97% |