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% | 132.44 % | 133.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 331'100 CHF | 333'750 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 132.43 % | 133.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 331'075 CHF | 333'725 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 132.41 % | 133.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 331'025 CHF | 333'675 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 132.37 % | 133.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'925 CHF | 333'575 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 132.36 % | 133.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'900 CHF | 333'550 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 132.32 % | 133.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'814 CHF | 333'464 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 132.32 % | 133.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'800 CHF | 333'450 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 132.29 % | 133.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'725 CHF | 333'375 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 132.27 % | 133.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'686 CHF | 333'336 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 132.27 % | 133.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 330'640 CHF | 333'290 CHF | 100.00% | 100.00% |