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% | 123.99 % | 124.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 312'476 CHF | 314'988 CHF | 99.94% | 99.94% |
19.11.2024 | 0.80% | 124.00 % | 125.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 311'834 CHF | 314'336 CHF | 99.74% | 99.74% |
18.11.2024 | 0.80% | 125.72 % | 126.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 311'983 CHF | 314'487 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 125.33 % | 126.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 314'665 CHF | 317'192 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 126.41 % | 127.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 315'328 CHF | 317'860 CHF | 99.92% | 99.92% |
13.11.2024 | 0.80% | 122.81 % | 123.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'327 CHF | 310'804 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 123.05 % | 124.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 310'285 CHF | 312'781 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 125.60 % | 126.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 314'735 CHF | 317'262 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 125.63 % | 126.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 315'880 CHF | 318'416 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 127.53 % | 128.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'970 CHF | 322'541 CHF | 99.98% | 99.98% |