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% | 111.48 % | 112.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'953 CHF | 282'200 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 110.67 % | 111.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'899 CHF | 280'132 CHF | 99.83% | 99.83% |
18.11.2024 | 0.80% | 109.92 % | 110.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'767 CHF | 273'950 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.37 % | 107.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'608 CHF | 266'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.57 % | 106.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'492 CHF | 261'578 CHF | 99.72% | 99.72% |
13.11.2024 | 0.80% | 105.16 % | 106.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'365 CHF | 264'473 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 104.06 % | 104.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'861 CHF | 265'982 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 107.12 % | 107.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'644 CHF | 271'812 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'885 CHF | 256'935 CHF | 99.98% | 99.98% |
07.11.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'336 CHF | 260'410 CHF | 99.92% | 99.92% |