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% | 108.92 % | 109.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'556 CHF | 274'753 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 108.88 % | 109.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'271 CHF | 274'459 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 108.88 % | 109.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'907 CHF | 274'082 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 108.56 % | 109.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'270 CHF | 273'445 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 108.60 % | 109.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'893 CHF | 273'068 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 108.37 % | 109.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'946 CHF | 273'121 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 108.34 % | 109.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'246 CHF | 273'421 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 108.82 % | 109.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'123 CHF | 274'301 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 108.50 % | 109.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'235 CHF | 273'410 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 108.72 % | 109.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'827 CHF | 274'002 CHF | 100.00% | 100.00% |