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 | 1.00% | 56.63 % | 57.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'947 CHF | 143'372 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 56.80 % | 57.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'930 CHF | 143'355 CHF | 99.96% | 99.96% |
18.11.2024 | 1.00% | 56.43 % | 57.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'117 CHF | 142'542 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 56.48 % | 57.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'947 CHF | 143'372 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 57.07 % | 57.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 142'206 CHF | 143'631 CHF | 99.99% | 99.99% |
13.11.2024 | 1.00% | 57.03 % | 57.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 142'863 CHF | 144'294 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 57.12 % | 57.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'431 CHF | 144'878 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 57.76 % | 58.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'658 CHF | 146'108 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 57.47 % | 58.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'883 CHF | 145'333 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 57.71 % | 58.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'610 CHF | 146'060 CHF | 99.95% | 99.95% |