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% | 111.65 % | 112.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'083 CHF | 282'333 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 111.49 % | 112.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'286 CHF | 281'530 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 111.90 % | 112.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'852 CHF | 281'094 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 110.83 % | 111.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'368 CHF | 278'593 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 110.77 % | 111.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'365 CHF | 277'577 CHF | 99.95% | 99.95% |
13.11.2024 | 0.80% | 110.15 % | 111.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'297 CHF | 277'506 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 109.91 % | 110.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'190 CHF | 278'412 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 111.42 % | 112.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'797 CHF | 281'036 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 110.46 % | 111.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'264 CHF | 278'489 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 111.21 % | 112.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'363 CHF | 280'596 CHF | 100.00% | 100.00% |