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% | 110.22 % | 111.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'751 CHF | 277'976 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 110.15 % | 111.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'448 CHF | 277'662 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 110.21 % | 111.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'259 CHF | 277'460 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 109.93 % | 110.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'596 CHF | 276'796 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 109.86 % | 110.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'058 CHF | 276'258 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 109.65 % | 110.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'168 CHF | 276'368 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 109.59 % | 110.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'323 CHF | 276'523 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 110.00 % | 110.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'013 CHF | 277'213 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 109.64 % | 110.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'010 CHF | 276'210 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 109.81 % | 110.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'575 CHF | 276'775 CHF | 100.00% | 100.00% |