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% | 129.26 % | 130.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 324'162 CHF | 326'762 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 128.78 % | 129.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'925 CHF | 325'524 CHF | 99.71% | 99.71% |
18.11.2024 | 0.80% | 129.34 % | 130.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'590 CHF | 325'188 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 127.87 % | 128.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'461 CHF | 321'017 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 127.70 % | 128.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 316'380 CHF | 318'921 CHF | 99.98% | 99.98% |
13.11.2024 | 0.80% | 126.91 % | 127.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'156 CHF | 319'706 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 125.97 % | 126.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'400 CHF | 319'949 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 128.45 % | 129.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 321'418 CHF | 323'993 CHF | 99.94% | 99.94% |
08.11.2024 | 0.80% | 126.28 % | 127.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 316'018 CHF | 318'555 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 127.10 % | 128.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'614 CHF | 321'170 CHF | 99.99% | 99.99% |