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% | 110.74 % | 111.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'804 CHF | 279'029 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 110.38 % | 111.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'557 CHF | 278'779 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 110.04 % | 110.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'767 CHF | 274'961 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 108.25 % | 109.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'251 CHF | 272'424 CHF | 99.95% | 99.95% |
14.11.2024 | 0.80% | 108.14 % | 109.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'413 CHF | 270'570 CHF | 99.97% | 99.97% |
13.11.2024 | 0.80% | 108.47 % | 109.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'333 CHF | 274'525 CHF | 99.78% | 99.78% |
12.11.2024 | 0.80% | 108.71 % | 109.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'960 CHF | 275'150 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 109.96 % | 110.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'500 CHF | 281'742 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 112.56 % | 113.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'724 CHF | 283'982 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 112.74 % | 113.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'099 CHF | 283'353 CHF | 99.68% | 99.68% |