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% | 134.57 % | 135.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'498 CHF | 339'198 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 134.19 % | 135.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 335'210 CHF | 337'909 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 134.09 % | 135.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 335'105 CHF | 337'801 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 133.64 % | 134.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'120 CHF | 339'830 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 136.08 % | 137.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 340'415 CHF | 343'140 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 136.24 % | 137.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 340'074 CHF | 342'799 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 136.39 % | 137.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 340'767 CHF | 343'504 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 136.15 % | 137.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 340'555 CHF | 343'281 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 135.93 % | 137.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 339'496 CHF | 342'221 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 135.85 % | 136.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 338'888 CHF | 341'610 CHF | 100.00% | 100.00% |