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% | 109.12 % | 110.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'911 CHF | 277'120 CHF | 99.91% | 99.91% |
19.11.2024 | 0.80% | 108.86 % | 109.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'978 CHF | 275'172 CHF | 99.89% | 99.89% |
18.11.2024 | 0.80% | 109.54 % | 110.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'191 CHF | 274'376 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 108.66 % | 109.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'382 CHF | 272'556 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 107.61 % | 108.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'740 CHF | 268'881 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.48 % | 106.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'168 CHF | 265'284 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 103.92 % | 104.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'844 CHF | 264'955 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 107.15 % | 108.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'294 CHF | 269'444 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.77 % | 105.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'485 CHF | 264'589 CHF | 99.96% | 99.96% |
07.11.2024 | 0.80% | 106.44 % | 107.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'223 CHF | 269'372 CHF | 100.00% | 100.00% |