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% | 53.74 % | 54.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'251 CHF | 135'601 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 53.26 % | 53.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 132'745 CHF | 134'081 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 53.10 % | 53.63 % | 190'000 | 250'000 | 201'357 | 250'000 | 107'697 CHF | 135'059 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 53.17 % | 53.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'243 CHF | 134'579 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 53.40 % | 53.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'877 CHF | 136'234 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 54.30 % | 54.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'397 CHF | 136'755 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 53.97 % | 54.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'231 CHF | 136'589 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 54.24 % | 54.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'458 CHF | 137'832 CHF | 99.91% | 99.91% |
08.11.2024 | 1.00% | 55.89 % | 56.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 142'149 CHF | 143'572 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 57.59 % | 58.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'388 CHF | 145'839 CHF | 100.00% | 100.00% |