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 | 0.43% | 115.22 % | 115.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'146 CHF | 290'396 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 114.67 % | 115.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'474 CHF | 287'724 CHF | 89.36% | 89.36% |
18.11.2024 | 0.43% | 115.72 % | 116.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'130 CHF | 290'380 CHF | 99.67% | 99.67% |
15.11.2024 | 0.43% | 115.71 % | 116.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'916 CHF | 291'166 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 116.89 % | 117.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'194 CHF | 291'444 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 115.92 % | 116.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'233 CHF | 290'483 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 116.49 % | 116.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'757 CHF | 294'007 CHF | 98.74% | 98.74% |
11.11.2024 | 0.42% | 118.12 % | 118.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'107 CHF | 296'357 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 116.74 % | 117.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'076 CHF | 293'326 CHF | 99.83% | 99.83% |
07.11.2024 | 0.42% | 117.52 % | 118.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 293'877 CHF | 295'127 CHF | 100.00% | 100.00% |